+475.1%
MULL vs CAPR
+47.4%
+427.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.0% | -13.7% |
| 7D | -35.9% | +43.2% | -79.1% | -35.7% |
| 30D | -47.3% | +14.7% | -62.0% | -47.3% |
| 3M | -30.6% | +113.9% | -144.5% | -30.0% |
| 6M | +13.7% | -73.4% | +87.1% | +13.3% |
| YTD | +272.1% | -69.1% | +341.2% | +271.7% |
| 1Y | +475.1% | +47.2% | +427.9% | +512.1% |
| All | +475.1% | +47.4% | +427.6% | +512.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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