-2.1%
EXE vs MULL
+1,351.1%
-1,353.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +24.0% | -23.2% | +0.5% |
| 7D | +1.5% | -2.5% | +4.1% | +1.4% |
| 30D | -0.2% | -40.1% | +39.9% | +0.1% |
| 3M | -9.2% | -28.2% | +19.0% | -9.3% |
| 6M | -7.2% | -39.6% | +32.3% | -8.4% |
| YTD | -18.3% | +262.6% | -280.9% | -27.8% |
| 1Y | -23.6% | +366.2% | -389.8% | -34.2% |
| All | -2.1% | +1,351.1% | -1,353.2% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling