+2,802.6%
MULL vs EL
+14.8%
+2,787.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.0% | +8.8% | +10.9% |
| 7D | +17.3% | +0.8% | +16.5% | +17.1% |
| 30D | +23.5% | +19.8% | +3.7% | +15.8% |
| 3M | -24.0% | +25.7% | -49.7% | -30.1% |
| 6M | +276.7% | +5.4% | +271.3% | +265.9% |
| YTD | +565.1% | +0.2% | +564.9% | +528.3% |
| 1Y | +2,802.6% | +20.4% | +2,782.2% | +2,608.0% |
| All | +2,802.6% | +14.8% | +2,787.8% | +2,608.0% |
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