+8.9%
GE vs MULL
+444.9%
-436.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -13.8% | +16.5% | +3.4% |
| 7D | +9.4% | -35.9% | +45.3% | +11.6% |
| 30D | +7.5% | -47.3% | +54.9% | +10.5% |
| 3M | -12.5% | -30.6% | +18.0% | -11.8% |
| 6M | +17.8% | +13.7% | +4.1% | +8.1% |
| YTD | +7.4% | +272.1% | -264.7% | -13.8% |
| 1Y | +8.9% | +475.1% | -466.2% | -16.9% |
| All | +8.9% | +444.9% | -436.0% | -16.9% |
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