+87.7%
GOOGL vs MULL
+2,337.2%
-2,249.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.8% |
| 7D | 0.0% | -8.4% | +8.4% | +0.5% |
| 30D | -1.4% | +9.7% | -11.1% | -2.3% |
| 3M | -5.3% | -26.8% | +21.4% | -6.4% |
| 6M | +9.8% | +220.7% | -210.9% | -10.3% |
| YTD | +8.4% | +509.0% | -500.7% | -19.0% |
| 1Y | +41.2% | +1,739.5% | -1,698.3% | -9.5% |
| All | +87.7% | +2,337.2% | -2,249.5% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling