+2,581.4%
MULL vs ESTC
-3.6%
+2,584.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.1% |
| 7D | +14.8% | -3.3% | +18.1% | +15.7% |
| 30D | +36.6% | +13.4% | +23.1% | +27.6% |
| 3M | -8.9% | +41.3% | -50.2% | -24.5% |
| 6M | +311.9% | +62.6% | +249.3% | +211.6% |
| YTD | +579.8% | +14.8% | +565.1% | +526.0% |
| 1Y | +2,421.5% | -5.1% | +2,426.6% | +2,599.2% |
| All | +2,581.4% | -3.6% | +2,584.9% | +2,636.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling