+32.6%
ETSY vs MULL
+2,366.2%
-2,333.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +9.9% | +1.0% |
| 7D | -12.7% | +3.6% | -16.3% | -13.0% |
| 30D | -9.9% | +22.0% | -31.9% | -11.4% |
| 3M | +4.2% | -8.6% | +12.8% | +1.0% |
| 6M | +34.2% | +248.5% | -214.3% | +11.4% |
| YTD | +29.1% | +516.3% | -487.2% | -1.7% |
| 1Y | +23.8% | +2,036.6% | -2,012.8% | -20.4% |
| All | +32.6% | +2,366.2% | -2,333.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling