+2,581.4%
MULL vs BG
+50.2%
+2,531.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | +14.8% | +0.5% | +14.3% | +14.2% |
| 30D | +36.6% | +10.3% | +26.2% | +28.7% |
| 3M | -8.9% | -1.9% | -7.0% | -8.2% |
| 6M | +311.9% | +5.2% | +306.7% | +298.8% |
| YTD | +579.8% | +41.2% | +538.7% | +442.9% |
| 1Y | +2,421.5% | +50.5% | +2,371.0% | +1,796.9% |
| All | +2,581.4% | +50.2% | +2,531.2% | +1,663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling