+2,802.6%
MULL vs ESTC
+7.3%
+2,795.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -4.5% | +16.3% | +11.5% |
| 7D | +17.3% | -8.1% | +25.4% | +16.8% |
| 30D | +23.5% | +31.7% | -8.2% | +25.8% |
| 3M | -24.0% | +41.1% | -65.0% | -19.8% |
| 6M | +276.7% | +77.1% | +199.7% | +289.1% |
| YTD | +565.1% | +21.7% | +543.4% | +662.4% |
| 1Y | +2,802.6% | +8.4% | +2,794.2% | +3,638.5% |
| All | +2,802.6% | +7.3% | +2,795.3% | +3,638.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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