+10.6%
MA vs MULL
+2,561.4%
-2,550.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -1.2% |
| 7D | -2.7% | +17.3% | -20.0% | -2.8% |
| 30D | +1.5% | +23.5% | -22.0% | +1.4% |
| 3M | +20.4% | -24.0% | +44.4% | +19.9% |
| 6M | +11.1% | +276.7% | -265.6% | +4.4% |
| YTD | +2.0% | +565.1% | -563.1% | -7.0% |
| 1Y | -2.2% | +2,802.6% | -2,804.7% | -19.0% |
| All | +10.6% | +2,561.4% | -2,550.7% | -15.1% |
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