+2,802.6%
MULL vs EFV
+30.7%
+2,771.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +12.4% |
| 7D | +17.3% | +1.5% | +15.8% | +10.2% |
| 30D | +23.5% | +1.7% | +21.8% | +14.9% |
| 3M | -24.0% | +8.6% | -32.6% | -42.0% |
| 6M | +276.7% | +11.7% | +265.1% | +176.0% |
| YTD | +565.1% | +19.3% | +545.8% | +243.3% |
| 1Y | +2,802.6% | +30.2% | +2,772.4% | +843.7% |
| All | +2,802.6% | +30.7% | +2,771.9% | +843.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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