+475.1%
MULL vs ALLY
+4.2%
+470.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.8% | -17.6% | -16.2% |
| 7D | -35.9% | +2.4% | -38.3% | -37.2% |
| 30D | -47.3% | +5.6% | -52.9% | -49.7% |
| 3M | -30.6% | -11.7% | -18.9% | -23.7% |
| 6M | +13.7% | -7.0% | +20.7% | +20.4% |
| YTD | +272.1% | -10.4% | +282.6% | +329.0% |
| 1Y | +475.1% | +2.4% | +472.7% | +423.1% |
| All | +475.1% | +4.2% | +470.8% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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