+953.2%
MULL vs EXPD
+57.5%
+895.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.3% | +11.4% | +11.5% |
| 7D | -42.7% | -7.2% | -35.5% | -36.7% |
| 30D | -63.8% | -3.3% | -60.5% | -61.6% |
| 3M | -49.0% | +3.4% | -52.4% | -49.5% |
| 6M | -38.2% | +22.7% | -60.9% | -48.1% |
| YTD | +167.0% | +24.5% | +142.5% | +110.7% |
| 1Y | +247.7% | +38.6% | +209.1% | +144.3% |
| All | +953.2% | +57.5% | +895.7% | +531.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling