+2,523.1%
MULL vs CAPR
-51.3%
+2,574.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.5% | +11.8% |
| 7D | +17.3% | -2.0% | +19.3% | +17.3% |
| 30D | +23.5% | +139.2% | -115.7% | +23.0% |
| 3M | -24.0% | -66.4% | +42.4% | -23.6% |
| 6M | +276.7% | -63.1% | +339.9% | +278.7% |
| YTD | +565.1% | -67.4% | +632.5% | +568.5% |
| 1Y | +2,802.6% | +58.2% | +2,744.3% | +2,770.7% |
| All | +2,523.1% | -51.3% | +2,574.5% | +2,317.7% |
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