-23.8%
LOW vs MULL
+2,620.5%
-2,644.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.2% |
| 7D | -0.6% | +14.8% | -15.4% | -0.8% |
| 30D | -9.3% | +36.6% | -45.8% | -9.6% |
| 3M | -8.1% | -8.9% | +0.8% | -8.6% |
| 6M | -19.8% | +311.9% | -331.7% | -25.1% |
| YTD | -16.4% | +579.8% | -596.2% | -24.3% |
| 1Y | -24.7% | +2,421.5% | -2,446.2% | -37.6% |
| All | -23.8% | +2,620.5% | -2,644.2% | -40.6% |
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