+3.6%
GOOG vs MULL
+444.9%
-441.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.8% | +17.0% | +3.7% |
| 7D | -10.7% | -35.9% | +25.2% | -9.5% |
| 30D | -16.4% | -47.3% | +30.9% | -15.0% |
| 3M | -23.4% | -30.6% | +7.2% | -22.8% |
| 6M | -24.2% | +13.7% | -37.9% | -30.1% |
| YTD | -8.3% | +272.1% | -280.4% | -24.9% |
| 1Y | +3.6% | +475.1% | -471.5% | -20.3% |
| All | +3.6% | +444.9% | -441.3% | -20.3% |
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 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