+2,444.0%
MULL vs COO
-34.6%
+2,478.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.0% |
| 7D | +14.0% | -2.3% | +16.3% | +14.9% |
| 30D | +24.8% | -8.8% | +33.6% | +28.7% |
| 3M | -16.1% | +1.3% | -17.5% | -19.4% |
| 6M | +330.9% | -11.6% | +342.5% | +362.0% |
| YTD | +545.0% | -17.4% | +562.4% | +640.9% |
| 1Y | +2,427.1% | -1.6% | +2,428.7% | +2,363.5% |
| All | +2,444.0% | -34.6% | +2,478.6% | +2,917.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling