+2,444.0%
MULL vs CAPR
-53.1%
+2,497.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -3.0% |
| 7D | +14.0% | -9.5% | +23.5% | +14.0% |
| 30D | +24.8% | +121.5% | -96.7% | +24.3% |
| 3M | -16.1% | -65.4% | +49.3% | -15.6% |
| 6M | +330.9% | -67.5% | +398.4% | +333.2% |
| YTD | +545.0% | -68.6% | +613.6% | +548.5% |
| 1Y | +2,427.1% | +42.7% | +2,384.5% | +2,423.4% |
| All | +2,444.0% | -53.1% | +2,497.1% | +2,245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling