+2,523.1%
MULL vs EXPD
+61.1%
+2,462.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +10.9% |
| 7D | +17.3% | -1.1% | +18.4% | +18.7% |
| 30D | +23.5% | +4.1% | +19.4% | +19.4% |
| 3M | -24.0% | +17.9% | -41.9% | -35.3% |
| 6M | +276.7% | +29.2% | +247.5% | +193.2% |
| YTD | +565.1% | +27.4% | +537.7% | +404.0% |
| 1Y | +2,802.6% | +56.8% | +2,745.8% | +1,584.9% |
| All | +2,523.1% | +61.1% | +2,462.0% | +1,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling