+177.8%
MPC vs MULL
+1,230.7%
-1,052.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.7% |
| 7D | +11.2% | +24.5% | -13.3% | +10.1% |
| 30D | -14.5% | -35.5% | +21.0% | -13.5% |
| 3M | +16.7% | -44.8% | +61.5% | +18.2% |
| 6M | +67.6% | -45.5% | +113.0% | +64.4% |
| YTD | +157.9% | +232.5% | -74.6% | +112.1% |
| 1Y | +116.7% | +343.3% | -226.6% | +70.5% |
| All | +177.8% | +1,230.7% | -1,052.8% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling