-38.2%
MULL vs EXPD
+20.5%
-58.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.3% | +11.4% | +12.9% |
| 7D | -42.7% | -7.2% | -35.5% | -32.5% |
| 30D | -63.8% | -3.3% | -60.5% | -59.5% |
| 3M | -49.0% | +3.4% | -52.4% | -49.0% |
| 6M | -38.2% | +22.7% | -60.9% | -66.1% |
| All | -38.2% | +20.5% | -58.7% | -66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling