-10.8%
MDLN vs MULL
+841.1%
-851.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.8% | -11.8% | +0.2% |
| 7D | +3.7% | +17.3% | -13.6% | +4.0% |
| 30D | -0.2% | +23.5% | -23.7% | +0.2% |
| 3M | +6.2% | -24.0% | +30.2% | +6.0% |
| 6M | -14.7% | +276.7% | -291.4% | -14.9% |
| YTD | -12.9% | +565.1% | -577.9% | -10.2% |
| All | -10.8% | +841.1% | -851.9% | -6.1% |
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 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