+25.6%
MET vs MULL
+2,040.8%
-2,015.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.3% | +10.5% | +1.0% |
| 7D | -2.5% | +3.6% | -6.1% | -2.4% |
| 30D | 0.0% | +22.0% | -22.0% | +0.2% |
| 3M | +13.1% | -8.6% | +21.7% | +12.9% |
| 6M | +39.0% | +248.5% | -209.5% | +35.3% |
| YTD | +25.2% | +516.3% | -491.1% | +21.6% |
| 1Y | +25.6% | +2,036.6% | -2,011.0% | +21.3% |
| All | +25.6% | +2,040.8% | -2,015.1% | +21.3% |
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