+475.1%
MULL vs ARWR
+59.7%
+415.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.3% | -15.9% |
| 7D | -35.9% | +2.4% | -38.3% | -37.0% |
| 30D | -47.3% | -1.1% | -46.2% | -46.9% |
| 3M | -30.6% | -31.2% | +0.6% | -14.4% |
| 6M | +13.7% | -19.3% | +33.0% | +26.3% |
| YTD | +272.1% | -7.1% | +279.3% | +285.4% |
| 1Y | +475.1% | +62.9% | +412.2% | +376.1% |
| All | +475.1% | +59.7% | +415.4% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling