+24.9%
MA vs MULL
+968.6%
-943.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.6% | -0.5% |
| 7D | +2.3% | -42.7% | +45.0% | +2.2% |
| 30D | +14.7% | -63.8% | +78.4% | +14.7% |
| 3M | +13.5% | -49.0% | +62.5% | +13.3% |
| 6M | +33.1% | -38.2% | +71.3% | +29.5% |
| YTD | +15.1% | +167.0% | -152.0% | +4.9% |
| 1Y | +18.7% | +247.7% | -229.0% | +6.3% |
| All | +24.9% | +968.6% | -943.7% | -4.2% |
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 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