+32.0%
MET vs MULL
+1,230.7%
-1,198.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +0.9% |
| 7D | +4.5% | +24.5% | -20.1% | +3.8% |
| 30D | +3.5% | -35.5% | +39.1% | +4.2% |
| 3M | +5.9% | -44.8% | +50.7% | +6.6% |
| 6M | +33.1% | -45.5% | +78.5% | +29.8% |
| YTD | +33.6% | +232.5% | -199.0% | +12.4% |
| 1Y | +32.7% | +343.3% | -310.6% | +8.1% |
| All | +32.0% | +1,230.7% | -1,198.7% | -16.6% |
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