+4,054.0%
MULL vs ADVB
-88.8%
+4,142.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.9% |
| 7D | +14.0% | -14.0% | +28.0% | +14.3% |
| 30D | +24.8% | +41.0% | -16.2% | +23.7% |
| 3M | -16.1% | +127.9% | -144.0% | -18.4% |
| 6M | +330.9% | +101.3% | +229.6% | +306.7% |
| YTD | +545.0% | +53.8% | +491.2% | +521.6% |
| 1Y | +2,427.1% | +4.4% | +2,422.7% | +2,376.6% |
| All | +4,054.0% | -88.8% | +4,142.8% | +6,465.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling