+80.0%
GE vs MULL
+2,620.5%
-2,540.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.2% |
| 7D | -1.2% | +14.8% | -16.0% | -2.3% |
| 30D | -11.3% | +36.6% | -47.8% | -13.7% |
| 3M | -1.4% | -8.9% | +7.5% | -4.5% |
| 6M | +1.2% | +311.9% | -310.7% | -19.4% |
| YTD | +5.9% | +579.8% | -573.9% | -21.8% |
| 1Y | +18.4% | +2,421.5% | -2,403.1% | -27.5% |
| All | +80.0% | +2,620.5% | -2,540.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling