+276.7%
MULL vs ALLY
+10.4%
+266.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.6% |
| 7D | +17.3% | +3.7% | +13.6% | +14.1% |
| 30D | +23.5% | -2.3% | +25.8% | +25.5% |
| 3M | -24.0% | +3.8% | -27.8% | -25.0% |
| 6M | +276.7% | +9.7% | +267.0% | +242.4% |
| All | +276.7% | +10.4% | +266.3% | +242.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling