+2,802.6%
MULL vs ET
+31.4%
+2,771.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +12.1% |
| 7D | +17.3% | +0.9% | +16.4% | +18.3% |
| 30D | +23.5% | +7.5% | +16.0% | +33.8% |
| 3M | -24.0% | +11.4% | -35.4% | -12.3% |
| 6M | +276.7% | +18.5% | +258.2% | +326.5% |
| YTD | +565.1% | +37.4% | +527.7% | +588.3% |
| 1Y | +2,802.6% | +30.9% | +2,771.7% | +2,543.6% |
| All | +2,802.6% | +31.4% | +2,771.2% | +2,543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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