+2,523.1%
MULL vs ALLE
+12.0%
+2,511.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.8% | +10.9% |
| 7D | +17.3% | -0.2% | +17.5% | +17.6% |
| 30D | +23.5% | -6.8% | +30.3% | +31.1% |
| 3M | -24.0% | +21.0% | -45.0% | -37.1% |
| 6M | +276.7% | +1.1% | +275.6% | +272.3% |
| YTD | +565.1% | -0.5% | +565.6% | +551.8% |
| 1Y | +2,802.6% | -7.3% | +2,809.8% | +2,980.7% |
| All | +2,523.1% | +12.0% | +2,511.1% | +2,288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling