+2,581.4%
MULL vs EOSE
+69.4%
+2,512.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +6.9% |
| 7D | +14.8% | +15.0% | -0.2% | +7.6% |
| 30D | +36.6% | +2.5% | +34.1% | +32.8% |
| 3M | -8.9% | -33.7% | +24.8% | +8.0% |
| 6M | +311.9% | -32.7% | +344.7% | +389.9% |
| YTD | +579.8% | -63.8% | +643.6% | +840.7% |
| 1Y | +2,421.5% | -40.5% | +2,462.1% | +2,750.7% |
| All | +2,581.4% | +69.4% | +2,512.0% | +1,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling