-10.1%
MCD vs MULL
+2,481.0%
-2,491.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | 0.0% |
| 7D | -2.0% | +14.0% | -16.0% | -1.7% |
| 30D | -6.1% | +24.8% | -31.0% | -5.5% |
| 3M | -7.3% | -16.1% | +8.8% | -6.7% |
| 6M | -20.9% | +330.9% | -351.8% | -18.3% |
| YTD | -14.7% | +545.0% | -559.7% | -11.3% |
| 1Y | -16.1% | +2,427.1% | -2,443.2% | -12.0% |
| All | -10.1% | +2,481.0% | -2,491.1% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling