+2,802.6%
MULL vs AGI
+17.6%
+2,785.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.9% | +13.7% | +13.1% |
| 7D | +17.3% | +0.6% | +16.7% | +16.6% |
| 30D | +23.5% | +18.2% | +5.3% | +9.0% |
| 3M | -24.0% | -4.1% | -19.9% | -22.6% |
| 6M | +276.7% | -28.7% | +305.4% | +341.3% |
| YTD | +565.1% | -4.0% | +569.0% | +538.8% |
| 1Y | +2,802.6% | +17.4% | +2,785.2% | +2,315.5% |
| All | +2,802.6% | +17.6% | +2,785.0% | +2,315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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