+2,444.0%
MULL vs ALM
+1,375.3%
+1,068.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -5.7% |
| 7D | +14.0% | +8.4% | +5.6% | +10.9% |
| 30D | +24.8% | +34.8% | -10.0% | +13.8% |
| 3M | -16.1% | +16.2% | -32.3% | -19.1% |
| 6M | +330.9% | +2.1% | +328.8% | +327.3% |
| YTD | +545.0% | +117.0% | +428.0% | +488.0% |
| 1Y | +2,427.1% | +313.9% | +2,113.3% | +2,010.8% |
| All | +2,444.0% | +1,375.3% | +1,068.7% | +1,512.4% |
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