+953.2%
MULL vs ALK
-24.4%
+977.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +8.7% |
| 7D | -42.7% | +9.0% | -51.7% | -47.0% |
| 30D | -63.8% | -1.6% | -62.1% | -63.9% |
| 3M | -49.0% | -23.2% | -25.9% | -38.8% |
| 6M | -38.2% | -3.9% | -34.3% | -36.4% |
| YTD | +167.0% | -22.6% | +189.6% | +207.7% |
| 1Y | +247.7% | -5.3% | +253.0% | +247.0% |
| All | +953.2% | -24.4% | +977.6% | +1,299.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling