+2,581.4%
MULL vs ESI
+28.2%
+2,553.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +7.8% |
| 7D | +14.8% | +3.9% | +10.9% | +6.3% |
| 30D | +36.6% | -3.8% | +40.3% | +48.6% |
| 3M | -8.9% | -13.1% | +4.2% | +43.6% |
| 6M | +311.9% | +11.3% | +300.6% | +354.3% |
| YTD | +579.8% | +44.1% | +535.7% | +334.7% |
| 1Y | +2,421.5% | +40.3% | +2,381.2% | +1,657.8% |
| All | +2,581.4% | +28.2% | +2,553.1% | +2,100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling