+1,739.5%
MULL vs EME
+21.8%
+1,717.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -9.4% |
| 7D | -8.4% | +3.5% | -11.9% | -15.3% |
| 30D | +9.7% | -6.3% | +16.0% | +22.9% |
| 3M | -26.8% | -3.8% | -23.0% | -10.1% |
| 6M | +220.7% | +8.5% | +212.2% | +254.4% |
| YTD | +509.0% | +27.8% | +481.2% | +458.1% |
| 1Y | +1,739.5% | +22.2% | +1,717.3% | +1,461.7% |
| All | +1,739.5% | +21.8% | +1,717.7% | +1,461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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