+149.8%
MPC vs MULL
+968.6%
-818.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.1% | -10.3% | -1.6% |
| 7D | -16.2% | -42.7% | +26.5% | -14.5% |
| 30D | -15.7% | -63.8% | +48.0% | -12.7% |
| 3M | +24.9% | -49.0% | +73.9% | +27.1% |
| 6M | +52.7% | -38.2% | +90.8% | +47.5% |
| YTD | +131.9% | +167.0% | -35.2% | +92.7% |
| 1Y | +96.6% | +247.7% | -151.1% | +56.5% |
| All | +149.8% | +968.6% | -818.8% | +49.8% |
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 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