+475.1%
MULL vs EXPD
+53.8%
+421.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.2% | -10.5% | -11.1% |
| 7D | -35.9% | +0.3% | -36.2% | -35.8% |
| 30D | -47.3% | +1.8% | -49.2% | -48.0% |
| 3M | -30.6% | +8.9% | -39.5% | -35.3% |
| 6M | +13.7% | +42.2% | -28.5% | -13.2% |
| YTD | +272.1% | +33.4% | +238.8% | +151.1% |
| 1Y | +475.1% | +47.2% | +427.9% | +206.9% |
| All | +475.1% | +53.8% | +421.3% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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