+22.3%
MET vs MULL
+2,620.5%
-2,598.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | 0.0% |
| 7D | -0.8% | +14.8% | -15.5% | -1.2% |
| 30D | -1.4% | +36.6% | -37.9% | -2.4% |
| 3M | +12.5% | -8.9% | +21.4% | +10.8% |
| 6M | +37.1% | +311.9% | -274.8% | +20.0% |
| YTD | +23.8% | +579.8% | -556.1% | +3.0% |
| 1Y | +24.1% | +2,421.5% | -2,397.4% | -11.2% |
| All | +22.3% | +2,620.5% | -2,598.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling