-45.5%
MULL vs ALM
-62.1%
+16.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -13.0% |
| 7D | +24.5% | +1.2% | +23.3% | +21.5% |
| 30D | -35.5% | -19.3% | -16.2% | -18.5% |
| 3M | -44.8% | -40.6% | -4.1% | -14.1% |
| 6M | -45.5% | -57.9% | +12.5% | +38.7% |
| All | -45.5% | -62.1% | +16.6% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling