+14.6%
MDB vs MULL
+1,230.7%
-1,216.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -1.1% |
| 7D | +6.8% | +24.5% | -17.7% | +3.9% |
| 30D | -6.2% | -35.5% | +29.3% | -2.8% |
| 3M | -29.2% | -44.8% | +15.6% | -26.2% |
| 6M | +10.3% | -45.5% | +55.8% | +5.6% |
| YTD | -20.4% | +232.5% | -252.9% | -47.9% |
| 1Y | -4.8% | +343.3% | -348.1% | -42.6% |
| All | +14.6% | +1,230.7% | -1,216.1% | -53.8% |
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