+2,523.1%
MULL vs AS
+43.8%
+2,479.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.6% | +8.2% | +8.6% |
| 7D | +17.3% | -4.9% | +22.2% | +22.6% |
| 30D | +23.5% | -19.6% | +43.1% | +48.0% |
| 3M | -24.0% | -14.4% | -9.6% | -15.9% |
| 6M | +276.7% | -20.1% | +296.9% | +351.0% |
| YTD | +565.1% | -20.9% | +586.0% | +692.6% |
| 1Y | +2,802.6% | -21.9% | +2,824.4% | +3,386.1% |
| All | +2,523.1% | +43.8% | +2,479.3% | +1,428.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling