+2,802.6%
MULL vs ESI
+44.5%
+2,758.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.9% | +5.9% |
| 7D | +17.3% | +3.3% | +14.0% | +10.3% |
| 30D | +23.5% | -5.9% | +29.4% | +40.8% |
| 3M | -24.0% | -14.1% | -9.9% | +25.1% |
| 6M | +276.7% | +6.6% | +270.2% | +397.2% |
| YTD | +565.1% | +45.0% | +520.0% | +397.2% |
| 1Y | +2,802.6% | +41.5% | +2,761.1% | +2,282.3% |
| All | +2,802.6% | +44.5% | +2,758.0% | +2,282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling