-17.4%
JD vs MULL
+2,529.3%
-2,546.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -2.5% |
| 7D | -3.0% | +14.8% | -17.8% | -3.2% |
| 30D | -19.3% | +36.6% | -55.9% | -19.8% |
| 3M | -6.0% | -8.9% | +2.9% | -7.1% |
| 6M | +1.8% | +311.9% | -310.1% | -8.8% |
| YTD | -2.6% | +579.8% | -582.4% | -17.2% |
| 1Y | -17.4% | +2,421.5% | -2,439.0% | -39.7% |
| All | -17.4% | +2,529.3% | -2,546.8% | -39.7% |
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