+236.6%
EWY vs MULL
+2,366.2%
-2,129.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.3% | +5.2% | -2.2% |
| 7D | +1.2% | +3.6% | -2.4% | +0.3% |
| 30D | +9.3% | +22.0% | -12.7% | +4.2% |
| 3M | +2.4% | -8.6% | +11.1% | -0.5% |
| 6M | +40.3% | +248.5% | -208.2% | +5.8% |
| YTD | +88.0% | +516.3% | -428.3% | +29.1% |
| 1Y | +143.8% | +2,036.6% | -1,892.8% | +40.1% |
| All | +236.6% | +2,366.2% | -2,129.6% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling