+176.6%
MPC vs MULL
+1,303.2%
-1,126.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.6% |
| 7D | +9.4% | +43.3% | -33.9% | +7.6% |
| 30D | -13.4% | -37.4% | +24.0% | -12.4% |
| 3M | +18.9% | -36.8% | +55.7% | +19.7% |
| 6M | +64.9% | -36.9% | +101.8% | +60.4% |
| YTD | +156.8% | +250.7% | -93.8% | +110.7% |
| 1Y | +113.2% | +337.6% | -224.4% | +68.6% |
| All | +176.6% | +1,303.2% | -1,126.5% | +63.8% |
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