+2,330.7%
MULL vs ESI
+22.5%
+2,308.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -0.2% |
| 7D | +3.6% | -2.3% | +5.9% | +9.1% |
| 30D | +22.0% | -9.0% | +31.1% | +49.2% |
| 3M | -8.6% | -13.3% | +4.6% | +45.6% |
| 6M | +248.5% | +5.3% | +243.2% | +330.3% |
| YTD | +516.3% | +37.6% | +478.7% | +333.9% |
| 1Y | +2,036.6% | +33.6% | +2,003.0% | +1,549.6% |
| All | +2,330.7% | +22.5% | +2,308.3% | +2,096.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling