-7.6%
KMB vs MULL
+1,100.2%
-1,107.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.3% | -9.1% | +3.6% |
| 7D | +3.4% | -27.1% | +30.5% | +2.7% |
| 30D | +14.7% | -54.2% | +68.9% | +12.6% |
| 3M | +3.3% | -42.0% | +45.2% | +2.3% |
| 6M | +16.8% | -43.5% | +60.3% | +16.6% |
| YTD | +15.2% | +199.9% | -184.7% | +19.7% |
| 1Y | +13.3% | +292.8% | -279.5% | +19.1% |
| All | -7.6% | +1,100.2% | -1,107.8% | +0.1% |
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