-1.1%
MCD vs MULL
+1,100.2%
-1,101.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.3% | -10.5% | +2.1% |
| 7D | +5.9% | -27.1% | +33.0% | +5.3% |
| 30D | +19.6% | -54.2% | +73.9% | +17.7% |
| 3M | +3.3% | -42.0% | +45.2% | +2.4% |
| 6M | +3.5% | -43.5% | +47.0% | +3.5% |
| YTD | -6.1% | +199.9% | -206.0% | -3.9% |
| 1Y | -3.7% | +292.8% | -296.5% | -1.0% |
| All | -1.1% | +1,100.2% | -1,101.3% | +0.4% |
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 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