+475.1%
MULL vs ALM
+44.8%
+430.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.2% | -14.9% | -14.5% |
| 7D | -35.9% | -6.4% | -29.5% | -33.2% |
| 30D | -47.3% | -35.0% | -12.4% | -32.1% |
| 3M | -30.6% | -33.8% | +3.2% | -13.8% |
| 6M | +13.7% | -55.0% | +68.7% | +78.0% |
| YTD | +272.1% | -0.2% | +272.3% | +385.6% |
| 1Y | +475.1% | +41.8% | +433.3% | +520.0% |
| All | +475.1% | +44.8% | +430.3% | +520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling