+50.6%
LYB vs MULL
+444.9%
-394.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -13.8% | +9.0% | -5.1% |
| 7D | -6.2% | -35.9% | +29.7% | -7.3% |
| 30D | +6.3% | -47.3% | +53.7% | +4.8% |
| 3M | +4.1% | -30.6% | +34.7% | +3.5% |
| 6M | -15.5% | +13.7% | -29.2% | -12.6% |
| YTD | +50.2% | +272.1% | -221.9% | +55.8% |
| 1Y | +50.6% | +475.1% | -424.5% | +54.5% |
| All | +50.6% | +444.9% | -394.3% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling