+220.7%
MULL vs GDDY
+7.3%
+213.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | +0.4% |
| 7D | -8.4% | -3.2% | -5.2% | -10.9% |
| 30D | +9.7% | +6.8% | +2.9% | +18.6% |
| 3M | -26.8% | +30.5% | -57.2% | +10.6% |
| 6M | +220.7% | +13.3% | +207.4% | +359.0% |
| All | +220.7% | +7.3% | +213.4% | +359.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling