+1,739.5%
MULL vs EAT
+37.8%
+1,701.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -8.4% | -7.7% | -0.7% | -6.8% |
| 30D | +9.7% | -13.6% | +23.3% | +13.0% |
| 3M | -26.8% | +33.9% | -60.6% | -33.8% |
| 6M | +220.7% | +47.2% | +173.5% | +183.4% |
| YTD | +509.0% | +48.1% | +461.0% | +442.0% |
| 1Y | +1,739.5% | +33.7% | +1,705.8% | +1,290.8% |
| All | +1,739.5% | +37.8% | +1,701.8% | +1,290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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