+953.2%
MULL vs AS
+53.3%
+899.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.5% | +8.6% | +8.7% |
| 7D | -42.7% | +6.9% | -49.6% | -46.0% |
| 30D | -63.8% | +16.0% | -79.8% | -68.5% |
| 3M | -49.0% | -12.8% | -36.2% | -44.1% |
| 6M | -38.2% | -15.4% | -22.8% | -31.5% |
| YTD | +167.0% | -15.7% | +182.8% | +195.9% |
| 1Y | +247.7% | +6.1% | +241.7% | +208.4% |
| All | +953.2% | +53.3% | +899.9% | +470.7% |
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