+43.9%
MCK vs MULL
+2,337.2%
-2,293.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | 0.0% |
| 7D | -2.9% | -8.4% | +5.5% | -3.2% |
| 30D | +0.4% | +9.7% | -9.3% | +0.9% |
| 3M | +12.1% | -26.8% | +38.9% | +12.6% |
| 6M | -5.4% | +220.7% | -226.1% | -3.9% |
| YTD | +7.8% | +509.0% | -501.3% | +10.3% |
| 1Y | +22.9% | +1,739.5% | -1,716.6% | +28.1% |
| All | +43.9% | +2,337.2% | -2,293.2% | +47.3% |
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 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