+25.7%
LUV vs MULL
+2,620.5%
-2,594.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.4% |
| 7D | +0.7% | +14.8% | -14.1% | -0.6% |
| 30D | -13.4% | +36.6% | -50.0% | -16.1% |
| 3M | -9.6% | -8.9% | -0.7% | -12.6% |
| 6M | -8.9% | +311.9% | -320.8% | -27.9% |
| YTD | -5.2% | +579.8% | -585.0% | -31.0% |
| 1Y | +27.0% | +2,421.5% | -2,394.5% | -24.5% |
| All | +25.7% | +2,620.5% | -2,594.8% | -37.2% |
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 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