+1,211.6%
MULL vs ALLY
+9.9%
+1,201.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -6.2% |
| 7D | +24.5% | +0.4% | +24.2% | +24.5% |
| 30D | -35.5% | +5.2% | -40.8% | -40.4% |
| 3M | -44.8% | -13.3% | -31.5% | -34.3% |
| 6M | -45.5% | -6.7% | -38.8% | -41.8% |
| YTD | +232.5% | -12.8% | +245.4% | +277.8% |
| 1Y | +343.3% | +0.7% | +342.6% | +296.3% |
| All | +1,211.6% | +9.9% | +1,201.7% | +879.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling