+9.1%
IR vs MULL
+444.9%
-435.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.8% | +13.3% | 0.0% |
| 7D | +11.6% | -35.9% | +47.5% | +13.1% |
| 30D | +7.2% | -47.3% | +54.5% | +9.2% |
| 3M | -5.9% | -30.6% | +24.7% | -5.4% |
| 6M | +11.5% | +13.7% | -2.2% | +6.6% |
| YTD | +6.3% | +272.1% | -265.8% | -6.0% |
| 1Y | +9.1% | +475.1% | -466.0% | -5.1% |
| All | +9.1% | +444.9% | -435.8% | -5.1% |
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