+1,330.3%
MULL vs CAPR
-41.9%
+1,372.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +26.5% | -2.5% | +23.7% |
| 7D | -2.5% | +25.8% | -28.3% | -2.7% |
| 30D | -40.1% | +50.2% | -90.3% | -40.3% |
| 3M | -28.2% | +185.5% | -213.7% | -28.7% |
| 6M | -39.6% | -64.8% | +25.2% | -39.4% |
| YTD | +262.6% | -61.1% | +323.8% | +263.8% |
| 1Y | +366.2% | +81.0% | +285.2% | +366.3% |
| All | +1,330.3% | -41.9% | +1,372.2% | +1,215.5% |
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