+88.7%
MP vs MULL
+1,303.2%
-1,214.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.5% |
| 7D | +11.0% | +43.3% | -32.3% | +4.0% |
| 30D | -11.7% | -37.4% | +25.7% | -6.8% |
| 3M | -30.8% | -36.8% | +6.1% | -27.9% |
| 6M | -42.9% | -36.9% | -6.0% | -45.2% |
| YTD | -25.9% | +250.7% | -276.5% | -50.1% |
| 1Y | -37.3% | +337.6% | -374.9% | -60.1% |
| All | +88.7% | +1,303.2% | -1,214.5% | -17.4% |
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 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