-41.9%
GRAB vs MULL
+444.9%
-486.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -13.8% | +21.5% | +8.3% |
| 7D | +22.2% | -35.9% | +58.1% | +24.5% |
| 30D | +6.0% | -47.3% | +53.3% | +8.8% |
| 3M | -9.7% | -30.6% | +20.9% | -8.7% |
| 6M | -7.2% | +13.7% | -20.9% | -15.5% |
| YTD | -32.7% | +272.1% | -304.8% | -48.5% |
| 1Y | -41.9% | +475.1% | -517.0% | -59.2% |
| All | -41.9% | +444.9% | -486.8% | -59.2% |
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 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