+2,330.7%
MULL vs GAP
-1.2%
+2,332.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.1% |
| 7D | +3.6% | -6.3% | +9.9% | +7.6% |
| 30D | +22.0% | -0.2% | +22.3% | +19.9% |
| 3M | -8.6% | 0.0% | -8.7% | -12.3% |
| 6M | +248.5% | -8.1% | +256.6% | +238.0% |
| YTD | +516.3% | -16.5% | +532.8% | +541.7% |
| 1Y | +2,036.6% | -10.5% | +2,047.1% | +1,983.8% |
| All | +2,330.7% | -1.2% | +2,332.0% | +2,126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling