-20.3%
JD vs MULL
+2,620.5%
-2,640.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -2.7% |
| 7D | -3.0% | +14.8% | -17.8% | -3.5% |
| 30D | -19.3% | +36.6% | -55.9% | -20.6% |
| 3M | -6.0% | -8.9% | +2.9% | -7.9% |
| 6M | +1.8% | +311.9% | -310.1% | -13.0% |
| YTD | -2.6% | +579.8% | -582.4% | -21.5% |
| 1Y | -17.4% | +2,421.5% | -2,439.0% | -42.4% |
| All | -20.3% | +2,620.5% | -2,640.7% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling