+1,283.0%
MULL vs ALK
-24.2%
+1,307.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | +0.2% |
| 7D | +43.3% | +0.9% | +42.4% | +42.5% |
| 30D | -37.4% | +3.3% | -40.7% | -40.0% |
| 3M | -36.8% | -17.6% | -19.3% | -28.1% |
| 6M | -36.9% | +0.8% | -37.7% | -36.9% |
| YTD | +250.7% | -22.4% | +273.0% | +303.5% |
| 1Y | +337.6% | -10.1% | +347.7% | +353.9% |
| All | +1,283.0% | -24.2% | +1,307.2% | +1,734.7% |
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