+2,302.1%
MULL vs ET
+41.8%
+2,260.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.1% |
| 7D | -8.4% | +0.2% | -8.7% | -8.7% |
| 30D | +9.7% | +2.9% | +6.8% | +5.3% |
| 3M | -26.8% | +16.8% | -43.5% | -42.9% |
| 6M | +220.7% | +18.9% | +201.8% | +127.3% |
| YTD | +509.0% | +37.7% | +471.3% | +215.2% |
| 1Y | +1,739.5% | +32.4% | +1,707.1% | +932.7% |
| All | +2,302.1% | +41.8% | +2,260.3% | +1,593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling