+1,211.6%
MULL vs ESI
+18.6%
+1,193.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -3.7% |
| 7D | +24.5% | +5.5% | +19.0% | +13.5% |
| 30D | -35.5% | -7.8% | -27.8% | -17.0% |
| 3M | -44.8% | -15.0% | -29.8% | -17.1% |
| 6M | -45.5% | -24.9% | -20.6% | +29.0% |
| YTD | +232.5% | +33.2% | +199.3% | +168.4% |
| 1Y | +343.3% | +24.9% | +318.3% | +314.0% |
| All | +1,211.6% | +18.6% | +1,193.0% | +1,258.5% |
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