+2,036.6%
MULL vs EXEL
+50.0%
+1,986.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.3% |
| 7D | +3.6% | -2.9% | +6.5% | +5.7% |
| 30D | +22.0% | +11.9% | +10.1% | +12.8% |
| 3M | -8.6% | +9.2% | -17.9% | -13.5% |
| 6M | +248.5% | +39.1% | +209.4% | +185.2% |
| YTD | +516.3% | +31.0% | +485.3% | +413.2% |
| 1Y | +2,036.6% | +52.3% | +1,984.3% | +1,519.9% |
| All | +2,036.6% | +50.0% | +1,986.6% | +1,519.9% |
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