+2,581.4%
MULL vs EXEL
+60.5%
+2,520.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.8% |
| 7D | +14.8% | -0.3% | +15.1% | +15.0% |
| 30D | +36.6% | +10.1% | +26.4% | +29.7% |
| 3M | -8.9% | +10.1% | -19.0% | -13.0% |
| 6M | +311.9% | +37.7% | +274.3% | +255.9% |
| YTD | +579.8% | +33.1% | +546.8% | +493.1% |
| 1Y | +2,421.5% | +52.4% | +2,369.2% | +1,979.1% |
| All | +2,581.4% | +60.5% | +2,520.9% | +1,918.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling