+78.4%
MP vs MULL
+968.6%
-890.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.1% | -4.2% | +3.4% |
| 7D | -10.5% | -42.7% | +32.2% | -3.0% |
| 30D | -23.5% | -63.8% | +40.2% | -11.2% |
| 3M | -25.4% | -49.0% | +23.6% | -19.3% |
| 6M | -51.3% | -38.2% | -13.1% | -53.3% |
| YTD | -29.9% | +167.0% | -196.9% | -50.3% |
| 1Y | -31.8% | +247.7% | -279.6% | -54.7% |
| All | +78.4% | +968.6% | -890.2% | -17.9% |
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