+1,330.3%
MULL vs EXR
+5.9%
+1,324.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.2% | +23.9% | +24.0% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -40.1% | +18.8% | -58.8% | -43.7% |
| 3M | -28.2% | +9.9% | -38.1% | -30.4% |
| 6M | -39.6% | +12.6% | -52.2% | -44.9% |
| YTD | +262.6% | +26.5% | +236.1% | +187.9% |
| 1Y | +366.2% | +24.5% | +341.7% | +274.9% |
| All | +1,330.3% | +5.9% | +1,324.3% | +1,024.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling