+62.8%
EW vs MULL
+1,230.7%
-1,167.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.4% | +1.3% |
| 7D | +4.9% | +24.5% | -19.6% | +4.6% |
| 30D | +23.9% | -35.5% | +59.5% | +24.3% |
| 3M | +15.8% | -44.8% | +60.6% | +16.2% |
| 6M | +31.7% | -45.5% | +77.1% | +30.0% |
| YTD | +25.7% | +232.5% | -206.8% | +16.0% |
| 1Y | +24.4% | +343.3% | -318.8% | +13.7% |
| All | +62.8% | +1,230.7% | -1,167.9% | +35.0% |
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