-23.1%
EXE vs MULL
+322.2%
-345.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.7% |
| 7D | +5.3% | +24.5% | -19.2% | +5.9% |
| 30D | -2.2% | -35.5% | +33.3% | -2.9% |
| 3M | -5.9% | -44.8% | +38.9% | -6.8% |
| 6M | -5.7% | -45.5% | +39.7% | -4.8% |
| YTD | -17.8% | +232.5% | -250.4% | -17.5% |
| 1Y | -23.1% | +343.3% | -366.4% | -23.6% |
| All | -23.1% | +322.2% | -345.3% | -23.6% |
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