+2,444.0%
MULL vs EXR
-8.5%
+2,452.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +14.0% | -0.7% | +14.7% | +14.3% |
| 30D | +24.8% | -6.9% | +31.8% | +29.1% |
| 3M | -16.1% | -3.0% | -13.1% | -18.7% |
| 6M | +330.9% | -2.9% | +333.8% | +312.5% |
| YTD | +545.0% | +9.3% | +535.7% | +441.0% |
| 1Y | +2,427.1% | -0.9% | +2,428.1% | +2,246.4% |
| All | +2,444.0% | -8.5% | +2,452.4% | +2,014.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling