-24.5%
LOW vs MULL
+2,337.2%
-2,361.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -3.7% | -8.4% | +4.7% | -3.6% |
| 30D | -8.9% | +9.7% | -18.6% | -9.0% |
| 3M | -10.4% | -26.8% | +16.3% | -10.6% |
| 6M | -19.4% | +220.7% | -240.1% | -24.3% |
| YTD | -17.1% | +509.0% | -526.2% | -24.9% |
| 1Y | -26.3% | +1,739.5% | -1,765.8% | -37.9% |
| All | -24.5% | +2,337.2% | -2,361.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling