+1,211.6%
MULL vs ES
+29.5%
+1,182.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.1% |
| 7D | +24.5% | +2.7% | +21.8% | +24.9% |
| 30D | -35.5% | +7.6% | -43.1% | -35.2% |
| 3M | -44.8% | +0.5% | -45.3% | -44.1% |
| 6M | -45.5% | +7.6% | -53.1% | -46.7% |
| YTD | +232.5% | +10.2% | +222.3% | +216.4% |
| 1Y | +343.3% | +1.8% | +341.4% | +337.5% |
| All | +1,211.6% | +29.5% | +1,182.1% | +1,002.3% |
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