+2,523.1%
MULL vs EXEL
+62.4%
+2,460.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.2% | +12.0% | +11.9% |
| 7D | +17.3% | +8.4% | +8.9% | +12.7% |
| 30D | +23.5% | +4.1% | +19.4% | +20.6% |
| 3M | -24.0% | +12.4% | -36.4% | -28.4% |
| 6M | +276.7% | +41.5% | +235.2% | +221.6% |
| YTD | +565.1% | +34.6% | +530.4% | +476.7% |
| 1Y | +2,802.6% | +57.9% | +2,744.7% | +2,261.0% |
| All | +2,523.1% | +62.4% | +2,460.7% | +1,862.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling