+2,330.7%
MULL vs EXR
-10.3%
+2,341.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.6% |
| 7D | +3.6% | -3.2% | +6.8% | +5.0% |
| 30D | +22.0% | -6.9% | +28.9% | +25.9% |
| 3M | -8.6% | -7.8% | -0.8% | -8.1% |
| 6M | +248.5% | -4.9% | +253.4% | +236.4% |
| YTD | +516.3% | +7.2% | +509.1% | +421.0% |
| 1Y | +2,036.6% | -1.5% | +2,038.2% | +1,867.5% |
| All | +2,330.7% | -10.3% | +2,341.0% | +1,935.9% |
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