+248.2%
MULL vs AS
+8.1%
+240.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.1% | +9.2% | +10.6% |
| 7D | -27.1% | +5.8% | -32.9% | -28.9% |
| 30D | -54.2% | +15.4% | -69.6% | -57.8% |
| 3M | -42.0% | -11.9% | -30.1% | -36.5% |
| 6M | -43.5% | -9.9% | -33.6% | -39.7% |
| YTD | +199.9% | -13.1% | +213.0% | +221.3% |
| All | +248.2% | +8.1% | +240.1% | +229.8% |
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