+343.3%
MULL vs EXEL
+60.1%
+283.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.1% |
| 7D | +24.5% | -0.8% | +25.3% | +25.9% |
| 30D | -35.5% | +13.1% | -48.6% | -39.4% |
| 3M | -44.8% | +36.3% | -81.1% | -55.3% |
| 6M | -45.5% | +34.5% | -80.0% | -55.4% |
| YTD | +232.5% | +57.4% | +175.1% | +134.8% |
| 1Y | +343.3% | +62.9% | +280.3% | +213.4% |
| All | +343.3% | +60.1% | +283.1% | +213.4% |
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