+475.1%
MULL vs EL
+25.6%
+449.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.3% | -20.1% | -15.2% |
| 7D | -35.9% | +2.5% | -38.4% | -36.3% |
| 30D | -47.3% | +20.1% | -67.4% | -49.7% |
| 3M | -30.6% | +29.3% | -59.8% | -35.5% |
| 6M | +13.7% | +38.8% | -25.1% | +0.4% |
| YTD | +272.1% | +8.1% | +264.0% | +240.0% |
| 1Y | +475.1% | +22.3% | +452.7% | +412.8% |
| All | +475.1% | +25.6% | +449.4% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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