+5.1%
EXC vs MULL
+2,529.3%
-2,524.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.5% |
| 7D | +0.3% | +14.8% | -14.4% | +0.6% |
| 30D | -0.9% | +36.6% | -37.4% | -0.2% |
| 3M | -2.7% | -8.9% | +6.2% | -2.0% |
| 6M | -9.4% | +311.9% | -321.3% | -7.4% |
| YTD | +3.0% | +579.8% | -576.8% | +5.2% |
| 1Y | +5.1% | +2,421.5% | -2,416.4% | +9.9% |
| All | +5.1% | +2,529.3% | -2,524.2% | +9.9% |
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