-22.6%
MOD vs MULL
+968.6%
-991.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.1% | -3.4% | +3.4% |
| 7D | -25.5% | -42.7% | +17.2% | -15.2% |
| 30D | -49.0% | -63.8% | +14.8% | -35.3% |
| 3M | -49.8% | -49.0% | -0.8% | -42.2% |
| 6M | -64.8% | -38.2% | -26.6% | -65.4% |
| YTD | -27.6% | +167.0% | -194.7% | -55.2% |
| 1Y | -35.2% | +247.7% | -282.9% | -63.7% |
| All | -22.6% | +968.6% | -991.2% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling