+59.8%
MRK vs MULL
+2,481.0%
-2,421.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | -0.9% | +14.0% | -14.9% | -1.0% |
| 30D | +15.5% | +24.8% | -9.4% | +15.3% |
| 3M | +25.1% | -16.1% | +41.2% | +24.7% |
| 6M | +30.1% | +330.9% | -300.8% | +24.3% |
| YTD | +43.1% | +545.0% | -501.9% | +34.8% |
| 1Y | +82.5% | +2,427.1% | -2,344.7% | +64.3% |
| All | +59.8% | +2,481.0% | -2,421.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling