-66.4%
MOD vs MULL
-32.9%
-33.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -34.2% | +27.0% | +2.0% |
| 7D | -34.2% | -53.1% | +18.9% | -20.2% |
| 30D | -51.9% | -64.1% | +12.2% | -38.0% |
| 3M | -53.0% | -54.6% | +1.5% | -43.6% |
| 6M | -66.4% | -38.7% | -27.7% | -67.4% |
| All | -66.4% | -32.9% | -33.5% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling