+36.6%
EW vs MULL
+2,561.4%
-2,524.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | 0.0% |
| 7D | -0.3% | +17.3% | -17.6% | -0.6% |
| 30D | +1.0% | +23.5% | -22.5% | +0.6% |
| 3M | +2.8% | -24.0% | +26.8% | +2.2% |
| 6M | +5.5% | +276.7% | -271.3% | -1.2% |
| YTD | +5.5% | +565.1% | -559.6% | -3.2% |
| 1Y | +11.0% | +2,802.6% | -2,791.5% | -4.1% |
| All | +36.6% | +2,561.4% | -2,524.7% | +12.6% |
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