+24.2%
EW vs MULL
+338.1%
-313.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +24.0% | -22.3% | +1.6% |
| 7D | +6.5% | -2.5% | +9.0% | +6.4% |
| 30D | +22.5% | -40.1% | +62.6% | +22.6% |
| 3M | +13.0% | -28.2% | +41.2% | +12.9% |
| 6M | +37.1% | -39.6% | +76.7% | +34.8% |
| YTD | +24.1% | +262.6% | -238.5% | +11.9% |
| 1Y | +24.2% | +366.2% | -341.9% | +11.2% |
| All | +24.2% | +338.1% | -313.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling