+1,211.6%
MULL vs AS
+45.8%
+1,165.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.5% |
| 7D | +24.5% | -4.9% | +29.4% | +29.5% |
| 30D | -35.5% | +3.9% | -39.4% | -38.3% |
| 3M | -44.8% | -9.6% | -35.2% | -41.4% |
| 6M | -45.5% | -8.7% | -36.8% | -43.9% |
| YTD | +232.5% | -19.8% | +252.4% | +283.2% |
| 1Y | +343.3% | -1.5% | +344.8% | +317.8% |
| All | +1,211.6% | +45.8% | +1,165.7% | +639.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling