+1,739.5%
MULL vs EFV
+27.7%
+1,711.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -5.6% |
| 7D | -8.4% | -0.8% | -7.6% | -5.6% |
| 30D | +9.7% | +0.6% | +9.1% | +6.5% |
| 3M | -26.8% | +7.5% | -34.3% | -43.7% |
| 6M | +220.7% | +13.0% | +207.7% | +124.9% |
| YTD | +509.0% | +18.3% | +490.7% | +226.6% |
| 1Y | +1,739.5% | +26.7% | +1,712.8% | +576.2% |
| All | +1,739.5% | +27.7% | +1,711.9% | +576.2% |
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