-23.2%
GRAB vs MULL
+370.7%
-393.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.4% | -11.9% | -6.6% |
| 7D | -13.9% | +14.8% | -28.7% | -14.2% |
| 30D | -17.2% | +36.6% | -53.7% | -17.7% |
| 3M | -7.9% | -8.9% | +1.0% | -9.7% |
| 6M | -23.2% | +311.9% | -335.2% | -31.8% |
| All | -23.2% | +370.7% | -393.9% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling