+12.9%
KMB vs MULL
+251.4%
-238.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | +6.0% | -32.2% | +38.3% | +5.1% |
| 30D | +13.5% | -55.4% | +68.9% | +11.4% |
| 3M | +3.8% | -41.3% | +45.0% | +2.8% |
| 6M | +15.6% | -44.9% | +60.5% | +13.8% |
| YTD | +14.0% | +192.4% | -178.4% | +11.4% |
| 1Y | +12.9% | +239.4% | -226.5% | +11.2% |
| All | +12.9% | +251.4% | -238.5% | +11.2% |
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