+953.2%
MULL vs ES
+26.1%
+927.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.9% | +12.0% | +8.7% |
| 7D | -42.7% | +1.9% | -44.6% | -42.6% |
| 30D | -63.8% | +7.1% | -70.8% | -63.8% |
| 3M | -49.0% | -1.9% | -47.1% | -48.6% |
| 6M | -38.2% | +4.4% | -42.5% | -39.6% |
| YTD | +167.0% | +7.3% | +159.7% | +153.4% |
| 1Y | +247.7% | +2.1% | +245.6% | +234.5% |
| All | +953.2% | +26.1% | +927.1% | +782.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling