+2,581.4%
MULL vs ALM
+1,314.4%
+1,267.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.5% | +6.6% |
| 7D | +14.8% | +3.6% | +11.2% | +13.1% |
| 30D | +36.6% | +33.8% | +2.8% | +24.7% |
| 3M | -8.9% | +14.8% | -23.7% | -11.6% |
| 6M | +311.9% | -7.0% | +318.9% | +315.5% |
| YTD | +579.8% | +108.1% | +471.8% | +527.1% |
| 1Y | +2,421.5% | +313.8% | +2,107.8% | +2,022.3% |
| All | +2,581.4% | +1,314.4% | +1,267.0% | +1,619.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling