+2,421.5%
MULL vs FIVE
+64.7%
+2,356.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +7.2% |
| 7D | +14.8% | +1.7% | +13.1% | +13.5% |
| 30D | +36.6% | +5.0% | +31.6% | +30.3% |
| 3M | -8.9% | +29.5% | -38.4% | -24.8% |
| 6M | +311.9% | +12.4% | +299.5% | +268.2% |
| YTD | +579.8% | +31.2% | +548.6% | +412.1% |
| 1Y | +2,421.5% | +72.9% | +2,348.7% | +1,325.3% |
| All | +2,421.5% | +64.7% | +2,356.8% | +1,325.3% |
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