+2,444.0%
MULL vs ES
+27.5%
+2,416.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +14.0% | +1.4% | +12.6% | +13.8% |
| 30D | +24.8% | -1.2% | +26.0% | +25.0% |
| 3M | -16.1% | +5.0% | -21.1% | -17.6% |
| 6M | +330.9% | -2.8% | +333.7% | +335.7% |
| YTD | +545.0% | +8.6% | +536.4% | +507.3% |
| 1Y | +2,427.1% | +18.9% | +2,408.2% | +2,076.6% |
| All | +2,444.0% | +27.5% | +2,416.4% | +2,015.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling