+248.2%
MULL vs FIVE
+63.1%
+185.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +5.6% | +6.7% | +9.7% |
| 7D | -27.1% | +6.2% | -33.3% | -28.3% |
| 30D | -54.2% | +18.2% | -72.4% | -57.0% |
| 3M | -42.0% | +3.8% | -45.8% | -42.8% |
| 6M | -43.5% | +13.7% | -57.2% | -46.8% |
| YTD | +199.9% | +34.7% | +165.2% | +138.5% |
| All | +248.2% | +63.1% | +185.0% | +122.1% |
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