+1,211.6%
MULL vs ALM
+534.3%
+677.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -7.7% |
| 7D | +24.5% | +1.2% | +23.3% | +23.8% |
| 30D | -35.5% | -19.3% | -16.2% | -30.1% |
| 3M | -44.8% | -40.6% | -4.1% | -34.6% |
| 6M | -45.5% | -57.9% | +12.5% | -28.1% |
| YTD | +232.5% | -6.7% | +239.2% | +296.6% |
| 1Y | +343.3% | +20.2% | +323.1% | +412.0% |
| All | +1,211.6% | +534.3% | +677.3% | +987.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling