+248.5%
MULL vs EOSE
-36.3%
+284.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -6.5% |
| 7D | +3.6% | +14.0% | -10.4% | -6.9% |
| 30D | +22.0% | -5.9% | +27.9% | +24.4% |
| 3M | -8.6% | -34.3% | +25.6% | +23.1% |
| 6M | +248.5% | -37.8% | +286.3% | +459.3% |
| All | +248.5% | -36.3% | +284.9% | +459.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling