-15.0%
MOD vs MULL
+1,100.2%
-1,115.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.3% | -2.4% | +6.7% |
| 7D | -13.9% | -27.1% | +13.2% | -7.7% |
| 30D | -41.5% | -54.2% | +12.7% | -30.0% |
| 3M | -45.7% | -42.0% | -3.8% | -39.4% |
| 6M | -61.1% | -43.5% | -17.6% | -60.6% |
| YTD | -20.5% | +199.9% | -220.4% | -52.2% |
| 1Y | -32.1% | +292.8% | -325.0% | -63.2% |
| All | -15.0% | +1,100.2% | -1,115.1% | -72.3% |
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 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