+2,444.0%
MULL vs ALLY
+20.1%
+2,423.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | +1.6% |
| 7D | +14.0% | +1.0% | +13.0% | +12.4% |
| 30D | +24.8% | -3.3% | +28.1% | +30.2% |
| 3M | -16.1% | +0.5% | -16.6% | -15.9% |
| 6M | +330.9% | +12.6% | +318.3% | +244.3% |
| YTD | +545.0% | -4.7% | +549.7% | +559.5% |
| 1Y | +2,427.1% | +5.2% | +2,421.9% | +2,066.2% |
| All | +2,444.0% | +20.1% | +2,423.8% | +1,609.8% |
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