+1,082.9%
MULL vs CAPR
-49.0%
+1,131.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +9.4% | +2.9% | +12.3% |
| 7D | -27.1% | +36.0% | -63.2% | -27.2% |
| 30D | -54.2% | +25.8% | -80.0% | -54.3% |
| 3M | -42.0% | +140.8% | -182.8% | -42.2% |
| 6M | -43.5% | -67.6% | +24.1% | -43.2% |
| YTD | +199.9% | -65.9% | +265.8% | +201.3% |
| 1Y | +292.8% | +66.1% | +226.7% | +290.0% |
| All | +1,082.9% | -49.0% | +1,131.9% | +989.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling