+2,581.4%
MULL vs AGI
+106.8%
+2,474.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +4.6% |
| 7D | +14.8% | +2.2% | +12.6% | +13.1% |
| 30D | +36.6% | +11.3% | +25.3% | +27.8% |
| 3M | -8.9% | +5.6% | -14.5% | -13.2% |
| 6M | +311.9% | -27.7% | +339.6% | +371.6% |
| YTD | +579.8% | -4.1% | +583.9% | +570.4% |
| 1Y | +2,421.5% | +13.8% | +2,407.8% | +2,176.8% |
| All | +2,581.4% | +106.8% | +2,474.6% | +1,270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling