+27.8%
EWZ vs MULL
+1,303.2%
-1,275.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.9% |
| 7D | +0.1% | +43.3% | -43.2% | -1.8% |
| 30D | -25.9% | -37.4% | +11.6% | -24.8% |
| 3M | -6.1% | -36.8% | +30.7% | -5.4% |
| 6M | -16.1% | -36.9% | +20.8% | -18.7% |
| YTD | +1.0% | +250.7% | -249.7% | -15.3% |
| 1Y | 0.0% | +337.6% | -337.6% | -18.1% |
| All | +27.8% | +1,303.2% | -1,275.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling