+4.3%
EXE vs MULL
+2,529.3%
-2,525.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.5% |
| 7D | -2.7% | +14.8% | -17.5% | -2.4% |
| 30D | -0.4% | +36.6% | -36.9% | +0.3% |
| 3M | +9.5% | -8.9% | +18.4% | +10.5% |
| 6M | -9.3% | +311.9% | -321.3% | -8.3% |
| YTD | -10.9% | +579.8% | -590.7% | -11.8% |
| 1Y | +4.3% | +2,421.5% | -2,417.3% | +0.8% |
| All | +4.3% | +2,529.3% | -2,525.0% | +0.8% |
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