+475.1%
MULL vs BR
-14.2%
+489.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -8.5% |
| 7D | -35.9% | +7.0% | -42.9% | -26.9% |
| 30D | -47.3% | +19.0% | -66.3% | -27.3% |
| 3M | -30.6% | +13.1% | -43.7% | -9.9% |
| 6M | +13.7% | +24.6% | -10.9% | +107.3% |
| YTD | +272.1% | -13.6% | +285.7% | +340.2% |
| 1Y | +475.1% | -13.1% | +488.2% | +628.0% |
| All | +475.1% | -14.2% | +489.3% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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