+953.2%
MULL vs ALLE
+32.6%
+920.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.9% | +10.0% | +9.7% |
| 7D | -42.7% | -0.6% | -42.1% | -42.2% |
| 30D | -63.8% | +25.3% | -89.1% | -69.3% |
| 3M | -49.0% | +10.3% | -59.3% | -52.4% |
| 6M | -38.2% | +38.0% | -76.2% | -53.5% |
| YTD | +167.0% | +17.8% | +149.3% | +130.3% |
| 1Y | +247.7% | +13.6% | +234.1% | +213.0% |
| All | +953.2% | +32.6% | +920.6% | +743.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling