-17.4%
MOD vs MULL
+1,070.1%
-1,087.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -17.8% | -32.2% | +14.4% | -10.2% |
| 30D | -43.2% | -55.4% | +12.1% | -31.6% |
| 3M | -46.0% | -41.3% | -4.8% | -39.9% |
| 6M | -62.2% | -44.9% | -17.3% | -61.5% |
| YTD | -22.8% | +192.4% | -215.2% | -53.3% |
| 1Y | -35.5% | +239.4% | -274.9% | -63.4% |
| All | -17.4% | +1,070.1% | -1,087.5% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling