-38.4%
GRAB vs MULL
+2,366.2%
-2,404.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.4% | -0.2% |
| 7D | -12.0% | +3.6% | -15.6% | -12.4% |
| 30D | -19.5% | +22.0% | -41.5% | -21.3% |
| 3M | -8.0% | -8.6% | +0.7% | -12.0% |
| 6M | -22.2% | +248.5% | -270.7% | -40.9% |
| YTD | -39.7% | +516.3% | -556.0% | -59.2% |
| 1Y | -43.2% | +2,036.6% | -2,079.8% | -69.7% |
| All | -38.4% | +2,366.2% | -2,404.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling