-36.9%
MULL vs EAT
+41.6%
-78.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.9% |
| 7D | +43.3% | -7.1% | +50.4% | +45.4% |
| 30D | -37.4% | -2.3% | -35.1% | -36.6% |
| 3M | -36.8% | -19.6% | -17.2% | -33.1% |
| 6M | -36.9% | +46.0% | -82.9% | -52.2% |
| All | -36.9% | +41.6% | -78.4% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling