+31.8%
ETSY vs MULL
+2,620.5%
-2,588.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.5% |
| 7D | -12.9% | +14.8% | -27.7% | -13.6% |
| 30D | -11.5% | +36.6% | -48.0% | -13.4% |
| 3M | +3.5% | -8.9% | +12.4% | +0.7% |
| 6M | +27.6% | +311.9% | -284.3% | +4.7% |
| YTD | +28.4% | +579.8% | -551.4% | -2.7% |
| 1Y | +27.1% | +2,421.5% | -2,394.5% | -19.2% |
| All | +31.8% | +2,620.5% | -2,588.6% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling