+2,330.7%
MULL vs EFV
+63.8%
+2,266.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -8.3% |
| 7D | +3.6% | -2.0% | +5.6% | +11.5% |
| 30D | +22.0% | -0.2% | +22.2% | +22.8% |
| 3M | -8.6% | +9.1% | -17.8% | -30.7% |
| 6M | +248.5% | +11.7% | +236.8% | +155.9% |
| YTD | +516.3% | +17.0% | +499.2% | +283.3% |
| 1Y | +2,036.6% | +26.7% | +2,009.9% | +942.6% |
| All | +2,330.7% | +63.8% | +2,266.9% | +420.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling