+2,523.1%
MULL vs ALLY
+24.3%
+2,498.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.4% |
| 7D | +17.3% | +3.7% | +13.6% | +11.7% |
| 30D | +23.5% | -2.3% | +25.8% | +27.1% |
| 3M | -24.0% | +3.8% | -27.8% | -27.7% |
| 6M | +276.7% | +9.7% | +267.0% | +218.0% |
| YTD | +565.1% | -1.4% | +566.5% | +549.3% |
| 1Y | +2,802.6% | +8.2% | +2,794.4% | +2,299.0% |
| All | +2,523.1% | +24.3% | +2,498.9% | +1,583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling