+1,082.9%
MULL vs ALLY
+10.5%
+1,072.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.9% | +11.4% | +11.1% |
| 7D | -27.1% | -0.2% | -26.9% | -27.1% |
| 30D | -54.2% | +3.4% | -57.7% | -56.7% |
| 3M | -42.0% | -11.1% | -30.9% | -33.4% |
| 6M | -43.5% | -11.5% | -32.0% | -35.8% |
| YTD | +199.9% | -12.3% | +212.3% | +237.2% |
| 1Y | +292.8% | +1.1% | +291.7% | +248.7% |
| All | +1,082.9% | +10.5% | +1,072.4% | +774.2% |
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