+2,444.0%
MULL vs EXPD
+58.7%
+2,385.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.5% |
| 7D | +14.0% | -0.9% | +14.9% | +15.1% |
| 30D | +24.8% | +4.1% | +20.8% | +20.7% |
| 3M | -16.1% | +13.8% | -29.9% | -26.1% |
| 6M | +330.9% | +27.3% | +303.6% | +240.7% |
| YTD | +545.0% | +25.4% | +519.6% | +396.4% |
| 1Y | +2,427.1% | +54.4% | +2,372.8% | +1,393.1% |
| All | +2,444.0% | +58.7% | +2,385.3% | +1,388.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling