+4.4%
GOOGL vs MULL
+444.9%
-440.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.8% | +16.9% | +3.6% |
| 7D | -11.1% | -35.9% | +24.8% | -9.8% |
| 30D | -16.6% | -47.3% | +30.7% | -15.1% |
| 3M | -23.4% | -30.6% | +7.1% | -22.8% |
| 6M | -24.5% | +13.7% | -38.2% | -30.6% |
| YTD | -7.5% | +272.1% | -279.6% | -25.0% |
| 1Y | +4.4% | +475.1% | -470.7% | -20.6% |
| All | +4.4% | +444.9% | -440.5% | -20.6% |
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