+2,802.6%
MULL vs ALLE
-5.8%
+2,808.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.8% | +11.2% |
| 7D | +17.3% | -0.2% | +17.5% | +17.5% |
| 30D | +23.5% | -6.8% | +30.3% | +28.7% |
| 3M | -24.0% | +21.0% | -45.0% | -34.0% |
| 6M | +276.7% | +1.1% | +275.6% | +269.4% |
| YTD | +565.1% | -0.5% | +565.6% | +560.7% |
| 1Y | +2,802.6% | -7.3% | +2,809.8% | +3,031.8% |
| All | +2,802.6% | -5.8% | +2,808.4% | +3,031.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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