+2,302.1%
MULL vs EOSE
+61.2%
+2,240.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -8.4% | +1.8% | -10.2% | -9.6% |
| 30D | +9.7% | -6.8% | +16.5% | +11.3% |
| 3M | -26.8% | -36.3% | +9.5% | -11.7% |
| 6M | +220.7% | -38.8% | +259.5% | +295.2% |
| YTD | +509.0% | -65.5% | +574.6% | +761.8% |
| 1Y | +1,739.5% | -45.3% | +1,784.8% | +2,046.0% |
| All | +2,302.1% | +61.2% | +2,240.9% | +1,174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 5y: compounded portfolio wealth divided by compounded EOSE 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…
5y analysis · Full analysis span regression · 6 months rolling