+475.1%
MULL vs EXEL
+92.4%
+382.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.6% | -14.4% | -14.2% |
| 7D | -35.9% | +9.8% | -45.7% | -40.5% |
| 30D | -47.3% | +23.6% | -71.0% | -55.6% |
| 3M | -30.6% | +29.9% | -60.5% | -44.1% |
| 6M | +13.7% | +64.7% | -51.0% | -25.5% |
| YTD | +272.1% | +66.0% | +206.1% | +138.3% |
| 1Y | +475.1% | +92.0% | +383.1% | +198.9% |
| All | +475.1% | +92.4% | +382.7% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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