+2,581.4%
MULL vs BR
-23.1%
+2,604.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.2% |
| 7D | +14.8% | -5.0% | +19.8% | +11.5% |
| 30D | +36.6% | -2.5% | +39.0% | +35.2% |
| 3M | -8.9% | +13.5% | -22.4% | +2.4% |
| 6M | +311.9% | -9.4% | +321.4% | +400.0% |
| YTD | +579.8% | -23.3% | +603.1% | +822.0% |
| 1Y | +2,421.5% | -31.6% | +2,453.2% | +3,791.8% |
| All | +2,581.4% | -23.1% | +2,604.5% | +3,798.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling