+2,802.6%
MULL vs CAPR
+48.7%
+2,753.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.5% | +11.8% |
| 7D | +17.3% | -2.0% | +19.3% | +17.3% |
| 30D | +23.5% | +139.2% | -115.7% | +24.5% |
| 3M | -24.0% | -66.4% | +42.4% | -24.0% |
| 6M | +276.7% | -63.1% | +339.9% | +277.1% |
| YTD | +565.1% | -67.4% | +632.5% | +564.9% |
| 1Y | +2,802.6% | +58.2% | +2,744.3% | +2,964.9% |
| All | +2,802.6% | +48.7% | +2,753.9% | +2,964.9% |
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