+59.8%
GILD vs MULL
+2,337.2%
-2,277.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.8% | -8.4% | +3.6% | -4.7% |
| 30D | +5.8% | +9.7% | -3.9% | +5.6% |
| 3M | +14.9% | -26.8% | +41.7% | +14.6% |
| 6M | -0.4% | +220.7% | -221.1% | -6.3% |
| YTD | +18.5% | +509.0% | -490.5% | +8.9% |
| 1Y | +25.1% | +1,739.5% | -1,714.4% | +10.7% |
| All | +59.8% | +2,337.2% | -2,277.3% | +34.7% |
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