+475.1%
MULL vs EXR
+28.1%
+447.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.1% | -16.8% | -10.5% |
| 7D | -35.9% | +11.3% | -47.2% | -28.0% |
| 30D | -47.3% | +21.2% | -68.5% | -36.3% |
| 3M | -30.6% | +8.7% | -39.3% | -22.2% |
| 6M | +13.7% | +18.2% | -4.5% | +28.5% |
| YTD | +272.1% | +27.9% | +244.2% | +314.8% |
| 1Y | +475.1% | +28.3% | +446.7% | +536.9% |
| All | +475.1% | +28.1% | +447.0% | +536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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