+2,581.4%
MULL vs A
+9.7%
+2,571.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +7.2% |
| 7D | +14.8% | -4.4% | +19.2% | +21.2% |
| 30D | +36.6% | -2.7% | +39.2% | +41.1% |
| 3M | -8.9% | +7.0% | -15.9% | -16.8% |
| 6M | +311.9% | +24.6% | +287.3% | +188.1% |
| YTD | +579.8% | +7.0% | +572.8% | +514.8% |
| 1Y | +2,421.5% | +15.6% | +2,406.0% | +1,861.4% |
| All | +2,581.4% | +9.7% | +2,571.7% | +2,041.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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