+2,302.1%
MULL vs EFV
+65.6%
+2,236.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -5.2% |
| 7D | -8.4% | -0.8% | -7.6% | -5.9% |
| 30D | +9.7% | +0.6% | +9.1% | +6.9% |
| 3M | -26.8% | +7.5% | -34.3% | -42.4% |
| 6M | +220.7% | +13.0% | +207.7% | +125.2% |
| YTD | +509.0% | +18.3% | +490.7% | +263.5% |
| 1Y | +1,739.5% | +26.7% | +1,712.8% | +789.5% |
| All | +2,302.1% | +65.6% | +2,236.5% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling