+1,283.0%
MULL vs EXEL
+92.2%
+1,190.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | +43.3% | +1.6% | +41.6% | +42.4% |
| 30D | -37.4% | +17.4% | -54.8% | -41.4% |
| 3M | -36.8% | +38.6% | -75.5% | -45.6% |
| 6M | -36.9% | +41.2% | -78.1% | -46.2% |
| YTD | +250.7% | +59.3% | +191.3% | +184.1% |
| 1Y | +337.6% | +60.2% | +277.4% | +253.2% |
| All | +1,283.0% | +92.2% | +1,190.8% | +866.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling