+1,211.6%
MULL vs ESTC
-1.8%
+1,213.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -4.7% |
| 7D | +24.5% | +2.4% | +22.1% | +23.4% |
| 30D | -35.5% | -4.2% | -31.3% | -32.6% |
| 3M | -44.8% | +2.5% | -47.3% | -44.7% |
| 6M | -45.5% | +81.5% | -126.9% | -59.5% |
| YTD | +232.5% | +16.8% | +215.7% | +212.8% |
| 1Y | +343.3% | -3.5% | +346.7% | +389.7% |
| All | +1,211.6% | -1.8% | +1,213.4% | +1,267.4% |
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