-17.6%
JD vs MULL
+1,230.7%
-1,248.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.7% |
| 7D | -4.1% | +24.5% | -28.7% | -4.9% |
| 30D | +4.6% | -35.5% | +40.1% | +5.6% |
| 3M | -4.7% | -44.8% | +40.1% | -3.6% |
| 6M | -17.4% | -45.5% | +28.1% | -19.6% |
| YTD | +0.7% | +232.5% | -231.8% | -17.3% |
| 1Y | -5.9% | +343.3% | -349.1% | -25.5% |
| All | -17.6% | +1,230.7% | -1,248.2% | -45.8% |
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 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