+475.1%
MULL vs AS
+3.3%
+471.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.1% | -18.9% | -16.2% |
| 7D | -35.9% | +13.8% | -49.7% | -40.9% |
| 30D | -47.3% | +16.7% | -64.0% | -52.4% |
| 3M | -30.6% | -11.5% | -19.1% | -25.0% |
| 6M | +13.7% | -5.5% | +19.2% | +14.9% |
| YTD | +272.1% | -14.2% | +286.3% | +300.4% |
| 1Y | +475.1% | +2.1% | +473.0% | +500.9% |
| All | +475.1% | +3.3% | +471.7% | +500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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