+2,581.4%
MULL vs EFV
+64.3%
+2,517.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +8.7% |
| 7D | +14.8% | -0.5% | +15.3% | +16.5% |
| 30D | +36.6% | 0.0% | +36.5% | +36.3% |
| 3M | -8.9% | +8.4% | -17.3% | -29.2% |
| 6M | +311.9% | +12.3% | +299.6% | +196.2% |
| YTD | +579.8% | +17.4% | +562.4% | +317.8% |
| 1Y | +2,421.5% | +27.1% | +2,394.4% | +1,114.7% |
| All | +2,581.4% | +64.3% | +2,517.1% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling