+366.2%
MULL vs EXPD
+40.0%
+326.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +2.9% | +21.2% | +21.1% |
| 7D | -2.5% | -1.6% | -1.0% | +1.1% |
| 30D | -40.1% | +0.6% | -40.7% | -38.6% |
| 3M | -28.2% | +9.8% | -38.0% | -31.5% |
| 6M | -39.6% | +25.8% | -65.3% | -48.2% |
| YTD | +262.6% | +31.3% | +231.4% | +159.3% |
| 1Y | +366.2% | +40.9% | +325.3% | +211.3% |
| All | +366.2% | +40.0% | +326.1% | +211.3% |
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 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