+85.0%
MP vs MULL
+1,351.1%
-1,266.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +24.0% | -23.3% | -3.3% |
| 7D | +2.3% | -2.5% | +4.8% | +1.1% |
| 30D | -15.3% | -40.1% | +24.8% | -9.9% |
| 3M | -33.5% | -28.2% | -5.3% | -32.3% |
| 6M | -45.5% | -39.6% | -5.9% | -47.4% |
| YTD | -27.3% | +262.6% | -289.9% | -51.3% |
| 1Y | -40.7% | +366.2% | -406.9% | -62.7% |
| All | +85.0% | +1,351.1% | -1,266.1% | -19.5% |
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 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