-16.5%
JD vs MULL
+2,561.4%
-2,577.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.8% | -9.9% | +1.4% |
| 7D | -1.7% | +17.3% | -19.0% | -2.3% |
| 30D | -13.2% | +23.5% | -36.7% | -14.1% |
| 3M | -3.2% | -24.0% | +20.8% | -4.4% |
| 6M | +15.2% | +276.7% | -261.5% | -1.1% |
| YTD | +2.0% | +565.1% | -563.1% | -17.7% |
| 1Y | -5.4% | +2,802.6% | -2,808.0% | -35.0% |
| All | -16.5% | +2,561.4% | -2,577.9% | -46.1% |
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 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