+21.8%
EXC vs MULL
+2,561.4%
-2,539.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -0.8% |
| 7D | +0.3% | +17.3% | -17.0% | +0.7% |
| 30D | -3.7% | +23.5% | -27.2% | -3.2% |
| 3M | -1.3% | -24.0% | +22.7% | -0.6% |
| 6M | -9.7% | +276.7% | -286.4% | -5.8% |
| YTD | +2.9% | +565.1% | -562.2% | +9.0% |
| 1Y | +4.4% | +2,802.6% | -2,798.2% | +15.7% |
| All | +21.8% | +2,561.4% | -2,539.5% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling