-45.5%
MULL vs ESI
-25.4%
-20.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -3.2% |
| 7D | +24.5% | +5.5% | +19.0% | +10.0% |
| 30D | -35.5% | -7.8% | -27.8% | -12.8% |
| 3M | -44.8% | -15.0% | -29.8% | -7.7% |
| 6M | -45.5% | -24.9% | -20.6% | +71.6% |
| All | -45.5% | -25.4% | -20.1% | +71.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling