+2,302.1%
MULL vs BG
+48.9%
+2,253.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.2% |
| 7D | -8.4% | +3.1% | -11.5% | -10.2% |
| 30D | +9.7% | +10.2% | -0.5% | +3.3% |
| 3M | -26.8% | -1.7% | -25.1% | -26.1% |
| 6M | +220.7% | +1.0% | +219.7% | +218.4% |
| YTD | +509.0% | +39.9% | +469.1% | +388.5% |
| 1Y | +1,739.5% | +53.2% | +1,686.3% | +1,262.4% |
| All | +2,302.1% | +48.9% | +2,253.2% | +1,486.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling