+74.8%
LLY vs MULL
+1,100.2%
-1,025.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.3% | -8.0% | +4.1% |
| 7D | +0.1% | -27.1% | +27.2% | +0.3% |
| 30D | +19.7% | -54.2% | +74.0% | +20.6% |
| 3M | +19.3% | -42.0% | +61.2% | +19.5% |
| 6M | +49.3% | -43.5% | +92.8% | +46.1% |
| YTD | +32.0% | +199.9% | -167.9% | +17.3% |
| 1Y | +53.7% | +292.8% | -239.1% | +33.5% |
| All | +74.8% | +1,100.2% | -1,025.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling