+1,739.5%
MULL vs ESI
+34.2%
+1,705.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -2.2% |
| 7D | -8.4% | -4.6% | -3.8% | +0.8% |
| 30D | +9.7% | -10.5% | +20.2% | +38.1% |
| 3M | -26.8% | -19.8% | -6.9% | +32.6% |
| 6M | +220.7% | +5.8% | +214.9% | +337.7% |
| YTD | +509.0% | +38.3% | +470.7% | +406.3% |
| 1Y | +1,739.5% | +31.5% | +1,708.0% | +1,655.1% |
| All | +1,739.5% | +34.2% | +1,705.4% | +1,655.1% |
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 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