+2,302.1%
MULL vs AGI
+101.4%
+2,200.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -8.4% | -2.7% | -5.7% | -6.8% |
| 30D | +9.7% | +7.2% | +2.4% | +5.0% |
| 3M | -26.8% | +4.3% | -31.0% | -29.9% |
| 6M | +220.7% | -27.1% | +247.8% | +268.5% |
| YTD | +509.0% | -6.6% | +515.6% | +510.8% |
| 1Y | +1,739.5% | +9.5% | +1,730.0% | +1,596.4% |
| All | +2,302.1% | +101.4% | +2,200.8% | +1,148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling