+343.3%
MULL vs CAPR
+63.5%
+279.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.8% | -5.2% |
| 7D | +24.5% | +5.9% | +18.6% | +24.5% |
| 30D | -35.5% | +44.6% | -80.1% | -35.4% |
| 3M | -44.8% | +126.4% | -171.2% | -44.4% |
| 6M | -45.5% | -68.6% | +23.1% | -45.6% |
| YTD | +232.5% | -67.0% | +299.5% | +232.3% |
| 1Y | +343.3% | +65.2% | +278.1% | +363.1% |
| All | +343.3% | +63.5% | +279.8% | +363.1% |
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