+43.1%
MOD vs MULL
+3,061.6%
-3,018.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.8% | -7.5% | +1.7% |
| 7D | +9.6% | +17.3% | -7.7% | +5.6% |
| 30D | 0.0% | +23.5% | -23.5% | -5.1% |
| 3M | -35.4% | -24.0% | -11.4% | -36.5% |
| 6M | -7.3% | +276.7% | -284.0% | -36.6% |
| YTD | +45.8% | +565.1% | -519.3% | -16.0% |
| 1Y | +43.1% | +2,802.6% | -2,759.4% | -42.8% |
| All | +43.1% | +3,061.6% | -3,018.4% | -42.8% |
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 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