+12.2%
MDB vs MULL
+1,100.2%
-1,087.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.3% | -7.7% | +3.3% |
| 7D | -0.9% | -27.1% | +26.2% | +1.7% |
| 30D | -15.2% | -54.2% | +39.1% | -8.8% |
| 3M | -17.9% | -42.0% | +24.1% | -14.5% |
| 6M | +9.3% | -43.5% | +52.8% | +3.5% |
| YTD | -22.0% | +199.9% | -221.9% | -48.3% |
| 1Y | -9.3% | +292.8% | -302.2% | -44.4% |
| All | +12.2% | +1,100.2% | -1,087.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling