+249.7%
EWY vs MULL
+2,481.0%
-2,231.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +8.0% | +14.0% | -6.0% | +4.9% |
| 30D | +14.3% | +24.8% | -10.5% | +8.6% |
| 3M | +2.3% | -16.1% | +18.4% | +0.8% |
| 6M | +49.9% | +330.9% | -281.0% | +9.3% |
| YTD | +95.3% | +545.0% | -449.7% | +32.9% |
| 1Y | +161.7% | +2,427.1% | -2,265.4% | +46.9% |
| All | +249.7% | +2,481.0% | -2,231.3% | +78.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling