+220.3%
MULL vs GDDY
-11.2%
+231.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | +1.5% | -35.8% | -32.9% |
| 7D | -53.1% | +13.4% | -66.5% | -46.7% |
| 30D | -64.1% | +22.3% | -86.4% | -56.1% |
| 3M | -54.6% | +30.9% | -85.4% | -40.0% |
| 6M | -38.7% | +37.3% | -76.0% | -3.2% |
| YTD | +144.7% | -3.2% | +147.9% | +265.2% |
| 1Y | +220.3% | -9.8% | +230.0% | +379.8% |
| All | +220.3% | -11.2% | +231.4% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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