+2,427.1%
MULL vs ADVB
+10.9%
+2,416.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -3.1% |
| 7D | +14.0% | -14.0% | +28.0% | +13.6% |
| 30D | +24.8% | +41.0% | -16.2% | +25.7% |
| 3M | -16.1% | +127.9% | -144.0% | -10.9% |
| 6M | +330.9% | +101.3% | +229.6% | +350.2% |
| YTD | +545.0% | +53.8% | +491.2% | +582.7% |
| 1Y | +2,427.1% | +4.4% | +2,422.7% | +2,517.2% |
| All | +2,427.1% | +10.9% | +2,416.3% | +2,517.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling