-45.5%
MULL vs EXEL
+38.5%
-84.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.3% |
| 7D | +24.5% | -0.8% | +25.3% | +25.6% |
| 30D | -35.5% | +13.1% | -48.6% | -35.4% |
| 3M | -44.8% | +36.3% | -81.1% | -47.7% |
| 6M | -45.5% | +34.5% | -80.0% | -42.2% |
| All | -45.5% | +38.5% | -84.0% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling