+84.2%
GOOG vs MULL
+2,481.0%
-2,396.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +1.1% | +14.0% | -12.9% | +0.2% |
| 30D | -5.1% | +24.8% | -29.9% | -6.6% |
| 3M | -7.1% | -16.1% | +9.0% | -9.1% |
| 6M | +12.7% | +330.9% | -318.2% | -10.2% |
| YTD | +7.1% | +545.0% | -537.9% | -19.9% |
| 1Y | +43.6% | +2,427.1% | -2,383.5% | -10.9% |
| All | +84.2% | +2,481.0% | -2,396.8% | +3.2% |
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