+2,802.6%
MULL vs FIVE
+66.7%
+2,735.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.1% | +6.7% | +8.5% |
| 7D | +17.3% | +4.3% | +13.0% | +14.5% |
| 30D | +23.5% | +12.5% | +11.0% | +12.4% |
| 3M | -24.0% | +31.2% | -55.2% | -37.2% |
| 6M | +276.7% | +14.4% | +262.4% | +238.7% |
| YTD | +565.1% | +33.9% | +531.2% | +407.9% |
| 1Y | +2,802.6% | +65.1% | +2,737.5% | +1,697.2% |
| All | +2,802.6% | +66.7% | +2,735.9% | +1,697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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