+2,523.1%
MULL vs A
+14.3%
+2,508.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.2% | +11.1% |
| 7D | +17.3% | -1.9% | +19.2% | +20.3% |
| 30D | +23.5% | +6.9% | +16.6% | +13.3% |
| 3M | -24.0% | +9.2% | -33.2% | -31.9% |
| 6M | +276.7% | +25.7% | +251.1% | +167.1% |
| YTD | +565.1% | +11.5% | +553.5% | +472.3% |
| 1Y | +2,802.6% | +18.4% | +2,784.2% | +2,117.2% |
| All | +2,523.1% | +14.3% | +2,508.8% | +1,893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling