+239.4%
MULL vs CAPR
+47.8%
+191.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.9% | +7.4% | -2.6% |
| 7D | -32.2% | +7.6% | -39.9% | -32.2% |
| 30D | -55.4% | +13.3% | -68.7% | -55.3% |
| 3M | -41.3% | +130.4% | -171.7% | -40.7% |
| 6M | -44.9% | -70.8% | +25.9% | -45.0% |
| YTD | +192.4% | -69.3% | +261.7% | +192.1% |
| 1Y | +239.4% | +59.5% | +179.9% | +256.3% |
| All | +239.4% | +47.8% | +191.6% | +256.3% |
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 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