+1,053.2%
MULL vs ES
+25.7%
+1,027.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -32.2% | +0.9% | -33.1% | -32.2% |
| 30D | -55.4% | +5.9% | -61.3% | -55.4% |
| 3M | -41.3% | -1.0% | -40.2% | -40.9% |
| 6M | -44.9% | +7.2% | -52.1% | -47.0% |
| YTD | +192.4% | +7.0% | +185.4% | +177.4% |
| 1Y | +239.4% | +0.5% | +239.0% | +230.0% |
| All | +1,053.2% | +25.7% | +1,027.6% | +866.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling