+2,444.0%
MULL vs FIVE
+207.2%
+2,236.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.6% |
| 7D | +14.0% | +3.7% | +10.3% | +11.0% |
| 30D | +24.8% | +4.0% | +20.8% | +19.7% |
| 3M | -16.1% | +36.2% | -52.3% | -35.5% |
| 6M | +330.9% | +18.0% | +312.9% | +259.8% |
| YTD | +545.0% | +34.9% | +510.1% | +380.6% |
| 1Y | +2,427.1% | +67.9% | +2,359.2% | +1,459.4% |
| All | +2,444.0% | +207.2% | +2,236.7% | +809.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling