+2,523.1%
MULL vs ES
+26.8%
+2,496.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.6% | +12.4% | +11.9% |
| 7D | +17.3% | +0.3% | +17.0% | +17.2% |
| 30D | +23.5% | -2.0% | +25.5% | +23.8% |
| 3M | -24.0% | +1.7% | -25.7% | -25.1% |
| 6M | +276.7% | -3.5% | +280.3% | +281.2% |
| YTD | +565.1% | +7.9% | +557.2% | +526.6% |
| 1Y | +2,802.6% | +17.2% | +2,785.4% | +2,418.4% |
| All | +2,523.1% | +26.8% | +2,496.4% | +2,082.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling