+57.4%
MAR vs MULL
+444.9%
-387.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.8% | +15.8% | +2.1% |
| 7D | +7.7% | -35.9% | +43.6% | +7.9% |
| 30D | +19.4% | -47.3% | +66.7% | +19.6% |
| 3M | +23.3% | -30.6% | +53.9% | +23.3% |
| 6M | +22.8% | +13.7% | +9.1% | +18.9% |
| YTD | +37.8% | +272.1% | -234.4% | +27.0% |
| 1Y | +57.4% | +475.1% | -417.7% | +42.4% |
| All | +57.4% | +444.9% | -387.5% | +42.4% |
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 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