+50.9%
MMM vs MULL
+1,070.1%
-1,019.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | +7.0% | -32.2% | +39.2% | +8.2% |
| 30D | +18.4% | -55.4% | +73.8% | +21.6% |
| 3M | +4.5% | -41.3% | +45.7% | +5.5% |
| 6M | +33.4% | -44.9% | +78.3% | +30.3% |
| YTD | +20.0% | +192.4% | -172.4% | +0.7% |
| 1Y | +15.0% | +239.4% | -224.4% | -5.7% |
| All | +50.9% | +1,070.1% | -1,019.2% | -5.3% |
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