+22.9%
MDB vs MULL
+2,620.5%
-2,597.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.2% |
| 7D | -4.5% | +14.8% | -19.3% | -5.9% |
| 30D | -14.0% | +36.6% | -50.6% | -17.0% |
| 3M | +5.3% | -8.9% | +14.2% | -0.1% |
| 6M | +31.9% | +311.9% | -280.1% | -8.1% |
| YTD | -14.6% | +579.8% | -594.5% | -47.4% |
| 1Y | +8.2% | +2,421.5% | -2,413.3% | -52.4% |
| All | +22.9% | +2,620.5% | -2,597.6% | -53.3% |
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