+475.1%
MULL vs ESTC
+1.6%
+473.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.9% | -12.9% | -13.7% |
| 7D | -35.9% | -15.9% | -20.1% | -35.8% |
| 30D | -47.3% | -5.5% | -41.8% | -47.0% |
| 3M | -30.6% | +26.2% | -56.8% | -27.9% |
| 6M | +13.7% | +77.0% | -63.3% | +22.0% |
| YTD | +272.1% | +18.9% | +253.2% | +342.4% |
| 1Y | +475.1% | +1.3% | +473.8% | +602.0% |
| All | +475.1% | +1.6% | +473.5% | +602.0% |
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