+2,581.4%
MULL vs EL
+58.8%
+2,522.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +7.1% |
| 7D | +14.8% | -2.4% | +17.1% | +16.5% |
| 30D | +36.6% | +13.7% | +22.9% | +23.9% |
| 3M | -8.9% | +14.5% | -23.4% | -18.4% |
| 6M | +311.9% | +7.4% | +304.5% | +277.5% |
| YTD | +579.8% | -4.7% | +584.5% | +547.3% |
| 1Y | +2,421.5% | +12.9% | +2,408.6% | +1,940.6% |
| All | +2,581.4% | +58.8% | +2,522.5% | +1,118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling