+881.6%
MU vs MULL
+2,561.4%
-1,679.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.8% | -5.7% | +0.2% |
| 7D | +9.0% | +17.3% | -8.3% | +0.4% |
| 30D | +13.8% | +23.5% | -9.7% | +1.3% |
| 3M | +2.1% | -24.0% | +26.1% | +3.0% |
| 6M | +153.8% | +276.7% | -122.9% | +5.1% |
| YTD | +256.4% | +565.1% | -308.7% | +6.6% |
| 1Y | +719.8% | +2,802.6% | -2,082.8% | +9.8% |
| All | +881.6% | +2,561.4% | -1,679.8% | +17.1% |
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