+475.1%
MULL vs ALK
-1.1%
+476.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.8% | -22.5% | -20.0% |
| 7D | -35.9% | +12.4% | -48.3% | -42.9% |
| 30D | -47.3% | +2.1% | -49.4% | -49.2% |
| 3M | -30.6% | -23.9% | -6.7% | -14.1% |
| 6M | +13.7% | +8.2% | +5.5% | +8.6% |
| YTD | +272.1% | -20.5% | +292.6% | +292.6% |
| 1Y | +475.1% | -1.0% | +476.1% | +395.2% |
| All | +475.1% | -1.1% | +476.2% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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