+42.5%
MO vs MULL
+2,366.2%
-2,323.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.3% | +10.7% | +0.9% |
| 7D | -1.0% | +3.6% | -4.6% | -0.8% |
| 30D | +5.8% | +22.0% | -16.2% | +7.0% |
| 3M | -4.5% | -8.6% | +4.1% | -2.6% |
| 6M | +5.7% | +248.5% | -242.8% | +13.0% |
| YTD | +23.1% | +516.3% | -493.2% | +33.9% |
| 1Y | +10.9% | +2,036.6% | -2,025.7% | +24.5% |
| All | +42.5% | +2,366.2% | -2,323.7% | +59.8% |
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