+84.4%
GOOGL vs MULL
+2,366.2%
-2,281.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +9.9% | +1.1% |
| 7D | -2.8% | +3.6% | -6.4% | -3.1% |
| 30D | -3.2% | +22.0% | -25.2% | -4.7% |
| 3M | -6.6% | -8.6% | +2.0% | -9.5% |
| 6M | +8.5% | +248.5% | -240.1% | -12.1% |
| YTD | +6.5% | +516.3% | -509.8% | -20.5% |
| 1Y | +39.4% | +2,036.6% | -1,997.2% | -12.2% |
| All | +84.4% | +2,366.2% | -2,281.7% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling