+21.8%
KEY vs MULL
+1,100.2%
-1,078.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.3% | -9.6% | +2.1% |
| 7D | -0.4% | -27.1% | +26.7% | +0.7% |
| 30D | +7.2% | -54.2% | +61.4% | +10.7% |
| 3M | -4.9% | -42.0% | +37.1% | -3.6% |
| 6M | +1.1% | -43.5% | +44.5% | -2.5% |
| YTD | +6.8% | +199.9% | -193.1% | -15.1% |
| 1Y | +23.3% | +292.8% | -269.6% | -6.2% |
| All | +21.8% | +1,100.2% | -1,078.4% | -30.7% |
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 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