+2,427.1%
MULL vs ALK
-35.5%
+2,462.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -0.6% |
| 7D | +14.0% | +0.1% | +13.9% | +14.1% |
| 30D | +24.8% | -18.5% | +43.3% | +45.2% |
| 3M | -16.1% | -3.6% | -12.6% | -11.6% |
| 6M | +330.9% | -3.7% | +334.6% | +339.5% |
| YTD | +545.0% | -19.0% | +564.0% | +587.3% |
| 1Y | +2,427.1% | -36.0% | +2,463.2% | +2,947.0% |
| All | +2,427.1% | -35.5% | +2,462.7% | +2,947.0% |
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