+1,082.9%
MULL vs EXPD
+61.8%
+1,021.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.7% | +9.6% | +9.5% |
| 7D | -27.1% | -5.5% | -21.6% | -20.8% |
| 30D | -54.2% | -1.9% | -52.3% | -52.1% |
| 3M | -42.0% | +6.1% | -48.1% | -43.9% |
| 6M | -43.5% | +21.6% | -65.1% | -52.4% |
| YTD | +199.9% | +27.9% | +172.0% | +130.6% |
| 1Y | +292.8% | +39.4% | +253.4% | +175.6% |
| All | +1,082.9% | +61.8% | +1,021.2% | +591.3% |
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