+1,330.3%
MULL vs ARWR
+126.8%
+1,203.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.7% | +23.3% | +23.6% |
| 7D | -2.5% | -19.9% | +17.4% | +10.3% |
| 30D | -40.1% | -18.7% | -21.4% | -32.7% |
| 3M | -28.2% | -44.7% | +16.5% | -1.3% |
| 6M | -39.6% | -36.5% | -3.1% | -23.0% |
| YTD | +262.6% | -25.7% | +288.3% | +324.3% |
| 1Y | +366.2% | +18.9% | +347.3% | +316.8% |
| All | +1,330.3% | +126.8% | +1,203.5% | +594.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling