+337.6%
MULL vs FIVE
+63.0%
+274.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | +43.3% | +2.4% | +40.8% | +41.8% |
| 30D | -37.4% | +15.8% | -53.3% | -40.6% |
| 3M | -36.8% | +3.8% | -40.6% | -38.0% |
| 6M | -36.9% | +18.5% | -55.4% | -41.1% |
| YTD | +250.7% | +31.2% | +219.4% | +188.9% |
| 1Y | +337.6% | +61.8% | +275.8% | +209.9% |
| All | +337.6% | +63.0% | +274.6% | +209.9% |
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