+2,302.1%
MULL vs GAP
+1.6%
+2,300.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -2.9% |
| 7D | -8.4% | -4.1% | -4.3% | -6.3% |
| 30D | +9.7% | +6.2% | +3.5% | +3.9% |
| 3M | -26.8% | -0.7% | -26.1% | -29.4% |
| 6M | +220.7% | -7.1% | +227.8% | +210.0% |
| YTD | +509.0% | -14.1% | +523.1% | +523.2% |
| 1Y | +1,739.5% | -8.5% | +1,748.0% | +1,672.0% |
| All | +2,302.1% | +1.6% | +2,300.5% | +2,062.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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