+24.3%
MDT vs MULL
+1,230.7%
-1,206.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +1.8% |
| 7D | +1.0% | +24.5% | -23.5% | +1.4% |
| 30D | +9.2% | -35.5% | +44.7% | +8.8% |
| 3M | +14.5% | -44.8% | +59.3% | +14.0% |
| 6M | +37.3% | -45.5% | +82.8% | +35.8% |
| YTD | +9.8% | +232.5% | -222.7% | +2.9% |
| 1Y | +10.5% | +343.3% | -332.7% | +2.4% |
| All | +24.3% | +1,230.7% | -1,206.4% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling