+2,581.4%
MULL vs COO
-38.7%
+2,620.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.2% | +11.6% | +7.6% |
| 7D | +14.8% | -9.0% | +23.7% | +18.4% |
| 30D | +36.6% | -16.8% | +53.4% | +45.5% |
| 3M | -8.9% | -7.5% | -1.4% | -9.1% |
| 6M | +311.9% | -16.3% | +328.2% | +347.4% |
| YTD | +579.8% | -22.5% | +602.4% | +697.5% |
| 1Y | +2,421.5% | -7.0% | +2,428.5% | +2,393.3% |
| All | +2,581.4% | -38.7% | +2,620.0% | +3,148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling