+1,739.5%
MULL vs GDDY
-32.7%
+1,772.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | +0.2% |
| 7D | -8.4% | -3.2% | -5.2% | -10.6% |
| 30D | +9.7% | +6.8% | +2.9% | +17.3% |
| 3M | -26.8% | +30.5% | -57.2% | -0.4% |
| 6M | +220.7% | +13.3% | +207.4% | +314.6% |
| YTD | +509.0% | -21.0% | +530.0% | +633.7% |
| 1Y | +1,739.5% | -34.0% | +1,773.5% | +2,050.6% |
| All | +1,739.5% | -32.7% | +1,772.2% | +2,050.6% |
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