+8.1%
EWZ vs MULL
+444.9%
-436.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.8% | +15.4% | +2.1% |
| 7D | -4.1% | -35.9% | +31.8% | -2.7% |
| 30D | -25.0% | -47.3% | +22.4% | -23.5% |
| 3M | -10.6% | -30.6% | +19.9% | -10.2% |
| 6M | -16.6% | +13.7% | -30.3% | -21.5% |
| YTD | +2.5% | +272.1% | -269.6% | -9.8% |
| 1Y | +8.1% | +475.1% | -467.0% | -6.9% |
| All | +8.1% | +444.9% | -436.8% | -6.9% |
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