+123.0%
EWT vs MULL
+2,481.0%
-2,358.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | +1.6% | +14.0% | -12.3% | -0.1% |
| 30D | +8.2% | +24.8% | -16.6% | +4.6% |
| 3M | +11.1% | -16.1% | +27.2% | +8.2% |
| 6M | +60.4% | +330.9% | -270.5% | +23.3% |
| YTD | +75.6% | +545.0% | -469.4% | +26.0% |
| 1Y | +91.3% | +2,427.1% | -2,335.8% | +12.2% |
| All | +123.0% | +2,481.0% | -2,358.1% | +18.3% |
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