+2,302.1%
MULL vs ESI
+23.1%
+2,279.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -2.2% |
| 7D | -8.4% | -4.6% | -3.8% | +0.9% |
| 30D | +9.7% | -10.5% | +20.2% | +38.3% |
| 3M | -26.8% | -19.8% | -6.9% | +33.0% |
| 6M | +220.7% | +5.8% | +214.9% | +291.9% |
| YTD | +509.0% | +38.3% | +470.7% | +324.4% |
| 1Y | +1,739.5% | +31.5% | +1,708.0% | +1,360.4% |
| All | +2,302.1% | +23.1% | +2,279.1% | +2,048.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling