-1.6%
MDLN vs MULL
+426.6%
-428.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -13.8% | +32.1% | +18.0% |
| 7D | +24.7% | -35.9% | +60.6% | +23.9% |
| 30D | +12.7% | -47.3% | +60.0% | +11.8% |
| 3M | -4.0% | -30.6% | +26.6% | -4.2% |
| 6M | -8.7% | +13.7% | -22.4% | -9.0% |
| YTD | -3.9% | +272.1% | -276.0% | -1.6% |
| All | -1.6% | +426.6% | -428.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling