+2,581.4%
MULL vs CAPR
-55.3%
+2,636.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +5.4% |
| 7D | +14.8% | -12.6% | +27.4% | +14.8% |
| 30D | +36.6% | +124.4% | -87.9% | +36.0% |
| 3M | -8.9% | -66.8% | +57.9% | -8.3% |
| 6M | +311.9% | -71.8% | +383.7% | +314.3% |
| YTD | +579.8% | -70.1% | +649.9% | +583.6% |
| 1Y | +2,421.5% | +33.3% | +2,388.2% | +2,425.4% |
| All | +2,581.4% | -55.3% | +2,636.7% | +2,372.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling