+1,082.9%
MULL vs ALK
-19.0%
+1,102.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +7.1% | +5.2% | +7.1% |
| 7D | -27.1% | +8.9% | -36.0% | -31.5% |
| 30D | -54.2% | +5.9% | -60.2% | -56.7% |
| 3M | -42.0% | -16.5% | -25.4% | -34.3% |
| 6M | -43.5% | +2.1% | -45.6% | -44.3% |
| YTD | +199.9% | -17.1% | +217.0% | +229.7% |
| 1Y | +292.8% | -2.9% | +295.7% | +285.9% |
| All | +1,082.9% | -19.0% | +1,102.0% | +1,399.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling