+2,421.5%
MULL vs EXR
-2.8%
+2,424.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +4.2% |
| 7D | +14.8% | -3.1% | +17.8% | +13.2% |
| 30D | +36.6% | -7.5% | +44.1% | +31.8% |
| 3M | -8.9% | -7.5% | -1.4% | -12.4% |
| 6M | +311.9% | -5.2% | +317.1% | +280.6% |
| YTD | +579.8% | +6.5% | +573.3% | +509.5% |
| 1Y | +2,421.5% | -2.0% | +2,423.6% | +2,272.2% |
| All | +2,421.5% | -2.8% | +2,424.4% | +2,272.2% |
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