-12.1%
LYB vs MULL
+2,337.2%
-2,349.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +0.3% | -8.4% | +8.7% | +0.5% |
| 30D | +2.5% | +9.7% | -7.2% | +2.0% |
| 3M | +1.4% | -26.8% | +28.1% | +0.9% |
| 6M | -3.5% | +220.7% | -224.2% | -14.3% |
| YTD | +52.0% | +509.0% | -457.1% | +23.1% |
| 1Y | +22.1% | +1,739.5% | -1,717.5% | -16.1% |
| All | -12.1% | +2,337.2% | -2,349.3% | -49.4% |
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