+2,523.1%
MULL vs ALK
-18.4%
+2,541.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.3% | +10.6% |
| 7D | +17.3% | -0.7% | +18.0% | +18.0% |
| 30D | +23.5% | -19.2% | +42.7% | +44.8% |
| 3M | -24.0% | -1.5% | -22.5% | -22.1% |
| 6M | +276.7% | -13.1% | +289.8% | +313.5% |
| YTD | +565.1% | -16.4% | +581.5% | +633.2% |
| 1Y | +2,802.6% | -33.1% | +2,835.7% | +3,633.9% |
| All | +2,523.1% | -18.4% | +2,541.5% | +3,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling