+475.1%
MULL vs BG
+7.2%
+467.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.4% | -16.2% | -14.2% |
| 7D | -35.9% | -3.8% | -32.1% | -35.3% |
| 30D | -47.3% | -9.6% | -37.7% | -46.3% |
| 3M | -30.6% | -8.5% | -22.0% | -30.3% |
| 6M | +13.7% | -23.0% | +36.7% | +22.9% |
| YTD | +272.1% | +10.9% | +261.2% | +295.2% |
| 1Y | +475.1% | +6.0% | +469.1% | +491.8% |
| All | +475.1% | +7.2% | +467.9% | +491.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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