+343.3%
MULL vs COO
-12.3%
+355.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -4.8% |
| 7D | +24.5% | +0.5% | +24.1% | +24.7% |
| 30D | -35.5% | +14.2% | -49.7% | -31.6% |
| 3M | -44.8% | -18.2% | -26.6% | -50.4% |
| 6M | -45.5% | +5.3% | -50.8% | -46.2% |
| YTD | +232.5% | -23.6% | +256.1% | +365.6% |
| 1Y | +343.3% | -12.7% | +355.9% | +446.8% |
| All | +343.3% | -12.3% | +355.5% | +446.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling