+2,802.6%
MULL vs GDDY
-29.3%
+2,831.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.2% | +14.0% | +10.0% |
| 7D | +17.3% | +3.7% | +13.6% | +21.1% |
| 30D | +23.5% | +10.4% | +13.1% | +35.0% |
| 3M | -24.0% | +19.4% | -43.4% | -1.7% |
| 6M | +276.7% | +14.3% | +262.5% | +390.9% |
| YTD | +565.1% | -18.4% | +583.4% | +751.9% |
| 1Y | +2,802.6% | -30.1% | +2,832.7% | +3,671.4% |
| All | +2,802.6% | -29.3% | +2,831.9% | +3,671.4% |
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