+2,581.4%
MULL vs GAP
+0.9%
+2,580.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +8.1% |
| 7D | +14.8% | -3.2% | +17.9% | +16.7% |
| 30D | +36.6% | -0.7% | +37.3% | +34.6% |
| 3M | -8.9% | -0.5% | -8.4% | -11.9% |
| 6M | +311.9% | -5.0% | +316.9% | +290.2% |
| YTD | +579.8% | -14.7% | +594.5% | +598.2% |
| 1Y | +2,421.5% | -8.6% | +2,430.2% | +2,328.1% |
| All | +2,581.4% | +0.9% | +2,580.5% | +2,322.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling