+8.2%
EXE vs MULL
+2,561.4%
-2,553.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.8% | -13.0% | -1.3% |
| 7D | -0.3% | +17.3% | -17.6% | -0.5% |
| 30D | +8.5% | +23.5% | -15.0% | +8.1% |
| 3M | +5.5% | -24.0% | +29.4% | +5.2% |
| 6M | -5.9% | +276.7% | -282.6% | -13.1% |
| YTD | -9.7% | +565.1% | -574.8% | -20.5% |
| 1Y | +3.6% | +2,802.6% | -2,799.0% | -20.1% |
| All | +8.2% | +2,561.4% | -2,553.2% | -20.8% |
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 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