+475.1%
MULL vs ESI
+27.8%
+447.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.6% | -9.1% | -4.7% |
| 7D | -35.9% | -6.6% | -29.3% | -25.8% |
| 30D | -47.3% | -10.9% | -36.4% | -32.9% |
| 3M | -30.6% | -13.8% | -16.8% | -5.4% |
| 6M | +13.7% | -21.5% | +35.2% | +134.2% |
| YTD | +272.1% | +34.7% | +237.4% | +244.8% |
| 1Y | +475.1% | +24.9% | +450.2% | +527.9% |
| All | +475.1% | +27.8% | +447.2% | +527.9% |
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