-3.9%
MCD vs MULL
+444.9%
-448.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -13.8% | +20.3% | +6.0% |
| 7D | +11.9% | -35.9% | +47.8% | +10.2% |
| 30D | +20.2% | -47.3% | +67.6% | +17.9% |
| 3M | +5.2% | -30.6% | +35.7% | +4.4% |
| 6M | 0.0% | +13.7% | -13.7% | +1.7% |
| YTD | -6.5% | +272.1% | -278.6% | -2.5% |
| 1Y | -3.9% | +475.1% | -479.0% | +1.1% |
| All | -3.9% | +444.9% | -448.8% | +1.1% |
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 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