+2,581.4%
MULL vs EAT
+82.7%
+2,498.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +7.0% |
| 7D | +14.8% | -6.8% | +21.6% | +18.8% |
| 30D | +36.6% | -5.4% | +41.9% | +39.2% |
| 3M | -8.9% | +42.8% | -51.6% | -27.1% |
| 6M | +311.9% | +56.5% | +255.4% | +206.4% |
| YTD | +579.8% | +50.0% | +529.8% | +417.9% |
| 1Y | +2,421.5% | +38.3% | +2,383.3% | +1,917.0% |
| All | +2,581.4% | +82.7% | +2,498.7% | +1,981.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling