-15.0%
MOD vs MULL
+1,303.2%
-1,318.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | +16.1% | +43.3% | -27.2% | +5.3% |
| 30D | -38.5% | -37.4% | -1.1% | -32.3% |
| 3M | -46.8% | -36.8% | -10.0% | -42.3% |
| 6M | -61.6% | -36.9% | -24.7% | -62.4% |
| YTD | -20.5% | +250.7% | -271.2% | -54.4% |
| 1Y | -28.0% | +337.6% | -365.6% | -62.1% |
| All | -15.0% | +1,303.2% | -1,318.2% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling