+40.2%
F vs MULL
+2,481.0%
-2,440.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -4.0% |
| 7D | +1.2% | +14.0% | -12.8% | +0.3% |
| 30D | +1.2% | +24.8% | -23.6% | -0.5% |
| 3M | -5.7% | -16.1% | +10.4% | -7.3% |
| 6M | +17.9% | +330.9% | -313.0% | -1.2% |
| YTD | +10.4% | +545.0% | -534.6% | -11.5% |
| 1Y | +25.3% | +2,427.1% | -2,401.8% | -11.5% |
| All | +40.2% | +2,481.0% | -2,440.9% | -9.2% |
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