+101.7%
MPC vs MULL
+251.4%
-149.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | -8.8% | -32.2% | +23.4% | -8.9% |
| 30D | -14.4% | -55.4% | +41.0% | -14.8% |
| 3M | +21.9% | -41.3% | +63.2% | +21.7% |
| 6M | +60.1% | -44.9% | +105.0% | +61.9% |
| YTD | +142.3% | +192.4% | -50.1% | +147.2% |
| 1Y | +101.7% | +239.4% | -137.7% | +105.5% |
| All | +101.7% | +251.4% | -149.7% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling