+2,523.1%
MULL vs ALM
+1,255.7%
+1,267.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.5% | +13.3% | +12.3% |
| 7D | +17.3% | -2.6% | +19.9% | +18.2% |
| 30D | +23.5% | +32.0% | -8.5% | +13.5% |
| 3M | -24.0% | -15.0% | -8.9% | -20.5% |
| 6M | +276.7% | -10.1% | +286.9% | +286.1% |
| YTD | +565.1% | +99.4% | +465.6% | +523.4% |
| 1Y | +2,802.6% | +316.4% | +2,486.2% | +2,366.3% |
| All | +2,523.1% | +1,255.7% | +1,267.4% | +1,609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling