+55.2%
EWT vs MULL
+444.9%
-389.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.8% | +12.5% | +0.6% |
| 7D | -10.9% | -35.9% | +25.0% | -5.8% |
| 30D | -17.7% | -47.3% | +29.6% | -11.3% |
| 3M | -5.0% | -30.6% | +25.6% | -2.0% |
| 6M | +7.4% | +13.7% | -6.3% | -0.4% |
| YTD | +52.8% | +272.1% | -219.3% | +22.5% |
| 1Y | +55.2% | +475.1% | -419.9% | +17.9% |
| All | +55.2% | +444.9% | -389.7% | +17.9% |
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