+55.9%
MOD vs MULL
+2,561.4%
-2,505.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.8% | -7.5% | +1.4% |
| 7D | +9.6% | +17.3% | -7.7% | +5.2% |
| 30D | 0.0% | +23.5% | -23.5% | -5.6% |
| 3M | -35.4% | -24.0% | -11.4% | -36.9% |
| 6M | -7.3% | +276.7% | -284.0% | -42.9% |
| YTD | +45.8% | +565.1% | -519.3% | -26.6% |
| 1Y | +43.1% | +2,802.6% | -2,759.4% | -55.5% |
| All | +55.9% | +2,561.4% | -2,505.4% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling