+50.3%
MMM vs MULL
+1,100.2%
-1,049.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.3% | -10.4% | +1.4% |
| 7D | +5.8% | -27.1% | +32.9% | +6.6% |
| 30D | +17.9% | -54.2% | +72.2% | +21.0% |
| 3M | +3.6% | -42.0% | +45.5% | +4.7% |
| 6M | +32.9% | -43.5% | +76.4% | +29.7% |
| YTD | +19.5% | +199.9% | -180.4% | +0.2% |
| 1Y | +16.5% | +292.8% | -276.3% | -5.8% |
| All | +50.3% | +1,100.2% | -1,049.9% | -5.8% |
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