+9.6%
MMM vs MULL
+322.2%
-312.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.3% |
| 7D | -0.8% | +24.5% | -25.3% | -1.0% |
| 30D | +11.7% | -35.5% | +47.2% | +11.9% |
| 3M | +1.0% | -44.8% | +45.8% | +1.2% |
| 6M | +26.0% | -45.5% | +71.5% | +25.6% |
| YTD | +16.3% | +232.5% | -216.2% | +10.9% |
| 1Y | +9.6% | +343.3% | -333.6% | +3.9% |
| All | +9.6% | +322.2% | -312.5% | +3.9% |
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