+139.8%
MKSI vs MULL
+2,337.2%
-2,197.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +2.7% | -8.4% | +11.1% | +5.2% |
| 30D | -12.8% | +9.7% | -22.5% | -15.9% |
| 3M | -22.5% | -26.8% | +4.2% | -21.5% |
| 6M | +19.4% | +220.7% | -201.3% | -31.2% |
| YTD | +67.7% | +509.0% | -441.3% | -26.4% |
| 1Y | +131.4% | +1,739.5% | -1,608.1% | -36.9% |
| All | +139.8% | +2,337.2% | -2,197.3% | -53.4% |
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