+1,330.3%
MULL vs ESTC
-2.8%
+1,333.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.1% | +24.0% | +24.0% |
| 7D | -2.5% | -2.6% | +0.1% | 0.0% |
| 30D | -40.1% | -8.6% | -31.5% | -36.2% |
| 3M | -28.2% | +14.4% | -42.6% | -31.2% |
| 6M | -39.6% | +73.3% | -112.9% | -54.0% |
| YTD | +262.6% | +15.7% | +246.9% | +242.7% |
| 1Y | +366.2% | -7.6% | +373.8% | +432.8% |
| All | +1,330.3% | -2.8% | +1,333.0% | +1,397.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling