-1.5%
EXE vs MULL
+1,230.7%
-1,232.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.9% |
| 7D | +5.3% | +24.5% | -19.2% | +5.0% |
| 30D | -2.2% | -35.5% | +33.3% | -1.9% |
| 3M | -5.9% | -44.8% | +38.9% | -5.6% |
| 6M | -5.7% | -45.5% | +39.7% | -6.7% |
| YTD | -17.8% | +232.5% | -250.4% | -27.3% |
| 1Y | -23.1% | +343.3% | -366.4% | -33.9% |
| All | -1.5% | +1,230.7% | -1,232.2% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling