+89.8%
GE vs MULL
+1,351.1%
-1,261.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +24.0% | -22.6% | -0.3% |
| 7D | +4.0% | -2.5% | +6.6% | +3.5% |
| 30D | +11.1% | -40.1% | +51.1% | +13.8% |
| 3M | -6.7% | -28.2% | +21.5% | -6.4% |
| 6M | +14.3% | -39.6% | +53.9% | +9.5% |
| YTD | +11.7% | +262.6% | -250.9% | -15.0% |
| 1Y | +10.9% | +366.2% | -355.3% | -19.1% |
| All | +89.8% | +1,351.1% | -1,261.3% | +3.3% |
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