+2,444.0%
MULL vs ARWR
+291.1%
+2,152.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.2% |
| 7D | +14.0% | +2.9% | +11.1% | +12.3% |
| 30D | +24.8% | -2.9% | +27.7% | +26.5% |
| 3M | -16.1% | +15.2% | -31.3% | -22.8% |
| 6M | +330.9% | +42.3% | +288.6% | +252.2% |
| YTD | +545.0% | +28.2% | +516.8% | +462.2% |
| 1Y | +2,427.1% | +213.2% | +2,213.9% | +1,271.0% |
| All | +2,444.0% | +291.1% | +2,152.8% | +820.7% |
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