+18.0%
MAR vs MULL
+2,620.5%
-2,602.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.6% |
| 7D | -0.5% | +14.8% | -15.3% | -1.1% |
| 30D | -4.7% | +36.6% | -41.2% | -6.1% |
| 3M | -15.6% | -8.9% | -6.7% | -17.2% |
| 6M | +1.2% | +311.9% | -310.7% | -13.5% |
| YTD | +7.5% | +579.8% | -572.3% | -13.5% |
| 1Y | +26.6% | +2,421.5% | -2,394.9% | -13.9% |
| All | +18.0% | +2,620.5% | -2,602.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling