+48.4%
MAR vs MULL
+322.2%
-273.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.3% |
| 7D | +1.6% | +24.5% | -22.9% | +1.6% |
| 30D | +13.8% | -35.5% | +49.3% | +13.8% |
| 3M | +20.3% | -44.8% | +65.1% | +20.3% |
| 6M | +21.3% | -45.5% | +66.8% | +19.7% |
| YTD | +37.2% | +232.5% | -195.3% | +28.6% |
| 1Y | +48.4% | +343.3% | -294.8% | +39.7% |
| All | +48.4% | +322.2% | -273.7% | +39.7% |
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