+366.2%
MULL vs EXR
+26.8%
+339.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.2% | +23.9% | +24.2% |
| 7D | -2.5% | -1.1% | -1.4% | -4.0% |
| 30D | -40.1% | +18.8% | -58.8% | -29.7% |
| 3M | -28.2% | +9.9% | -38.1% | -19.7% |
| 6M | -39.6% | +12.6% | -52.2% | -33.1% |
| YTD | +262.6% | +26.5% | +236.1% | +268.0% |
| 1Y | +366.2% | +24.5% | +341.7% | +385.9% |
| All | +366.2% | +26.8% | +339.4% | +385.9% |
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