+8.7%
MOD vs MULL
+1,230.7%
-1,222.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -5.2% | +33.0% | +29.2% |
| 7D | +40.4% | +24.5% | +15.9% | +31.5% |
| 30D | -14.0% | -35.5% | +21.5% | -6.3% |
| 3M | -33.3% | -44.8% | +11.5% | -25.4% |
| 6M | -51.4% | -45.5% | -6.0% | -50.8% |
| YTD | +1.6% | +232.5% | -230.9% | -41.1% |
| 1Y | +5.4% | +343.3% | -337.9% | -45.1% |
| All | +8.7% | +1,230.7% | -1,222.0% | -65.9% |
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