+2,444.0%
MULL vs EME
+48.8%
+2,395.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -7.7% |
| 7D | +14.0% | +5.2% | +8.8% | +3.8% |
| 30D | +24.8% | -5.4% | +30.2% | +37.6% |
| 3M | -16.1% | -6.1% | -10.0% | +8.5% |
| 6M | +330.9% | +9.7% | +321.2% | +358.6% |
| YTD | +545.0% | +26.6% | +518.4% | +458.3% |
| 1Y | +2,427.1% | +24.6% | +2,402.5% | +2,022.4% |
| All | +2,444.0% | +48.8% | +2,395.2% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling