+14.6%
MCHP vs MULL
+2,620.5%
-2,605.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.5% |
| 7D | +0.3% | +14.8% | -14.4% | -2.4% |
| 30D | -9.8% | +36.6% | -46.3% | -15.8% |
| 3M | -19.7% | -8.9% | -10.8% | -23.5% |
| 6M | +13.6% | +311.9% | -298.4% | -26.9% |
| YTD | +16.5% | +579.8% | -563.3% | -35.7% |
| 1Y | +15.7% | +2,421.5% | -2,405.9% | -57.4% |
| All | +14.6% | +2,620.5% | -2,605.9% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling