+2,802.6%
MULL vs EXR
+1.1%
+2,801.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +11.3% |
| 7D | +17.3% | -2.6% | +19.9% | +16.1% |
| 30D | +23.5% | -7.2% | +30.7% | +19.7% |
| 3M | -24.0% | -3.5% | -20.5% | -26.4% |
| 6M | +276.7% | -5.3% | +282.0% | +255.0% |
| YTD | +565.1% | +9.4% | +555.7% | +498.5% |
| 1Y | +2,802.6% | +1.3% | +2,801.3% | +2,641.2% |
| All | +2,802.6% | +1.1% | +2,801.5% | +2,641.2% |
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