+2,802.6%
MULL vs ADVB
+5.8%
+2,796.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +11.8% |
| 7D | +17.3% | -3.8% | +21.1% | +17.3% |
| 30D | +23.5% | +17.6% | +5.9% | +24.1% |
| 3M | -24.0% | +119.1% | -143.1% | -19.4% |
| 6M | +276.7% | +103.4% | +173.4% | +296.7% |
| YTD | +565.1% | +59.8% | +505.2% | +606.4% |
| 1Y | +2,802.6% | +8.5% | +2,794.0% | +2,926.0% |
| All | +2,802.6% | +5.8% | +2,796.8% | +2,926.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling