+475.1%
MULL vs AGI
-1.1%
+476.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.8% | -24.5% | -20.6% |
| 7D | -35.9% | -5.3% | -30.6% | -33.9% |
| 30D | -47.3% | -7.1% | -40.2% | -44.9% |
| 3M | -30.6% | +4.4% | -35.0% | -33.5% |
| 6M | +13.7% | -23.0% | +36.7% | +33.9% |
| YTD | +272.1% | -22.0% | +294.1% | +305.5% |
| 1Y | +475.1% | +0.3% | +474.8% | +254.0% |
| All | +475.1% | -1.1% | +476.2% | +254.0% |
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