-17.0%
MDLN vs MULL
+862.1%
-879.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.8% |
| 7D | -6.2% | +14.8% | -21.0% | -6.0% |
| 30D | +0.7% | +36.6% | -35.9% | +1.3% |
| 3M | -5.4% | -8.9% | +3.4% | -5.5% |
| 6M | -21.6% | +311.9% | -333.5% | -21.8% |
| YTD | -18.9% | +579.8% | -598.8% | -16.4% |
| All | -17.0% | +862.1% | -879.0% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling