+1,330.3%
MULL vs A
+34.3%
+1,296.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.5% | +24.5% | +24.7% |
| 7D | -2.5% | -0.1% | -2.4% | -0.3% |
| 30D | -40.1% | +3.3% | -43.4% | -40.6% |
| 3M | -28.2% | +18.5% | -46.7% | -40.1% |
| 6M | -39.6% | +59.3% | -98.9% | -67.2% |
| YTD | +262.6% | +31.0% | +231.6% | +163.1% |
| 1Y | +366.2% | +19.3% | +346.9% | +299.4% |
| All | +1,330.3% | +34.3% | +1,296.0% | +816.1% |
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