+2,444.0%
MULL vs ESTC
-1.5%
+2,445.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -1.7% |
| 7D | +14.0% | -4.3% | +18.3% | +15.3% |
| 30D | +24.8% | +17.7% | +7.1% | +15.0% |
| 3M | -16.1% | +42.3% | -58.4% | -30.4% |
| 6M | +330.9% | +64.6% | +266.3% | +225.4% |
| YTD | +545.0% | +17.2% | +527.8% | +489.8% |
| 1Y | +2,427.1% | -4.2% | +2,431.3% | +2,614.8% |
| All | +2,444.0% | -1.5% | +2,445.5% | +2,478.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling