+1,082.9%
MULL vs ARWR
+126.3%
+956.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -15.3% | +27.7% | +20.7% |
| 7D | -27.1% | -17.3% | -9.8% | -19.3% |
| 30D | -54.2% | -21.5% | -32.7% | -47.6% |
| 3M | -42.0% | -43.8% | +1.9% | -21.0% |
| 6M | -43.5% | -32.3% | -11.2% | -30.3% |
| YTD | +199.9% | -25.8% | +225.8% | +251.1% |
| 1Y | +292.8% | +25.5% | +267.3% | +240.3% |
| All | +1,082.9% | +126.3% | +956.6% | +475.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling