+2,523.1%
MULL vs GPC
+21.0%
+2,502.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.7% | +11.7% |
| 7D | +17.3% | +1.2% | +16.1% | +17.2% |
| 30D | +23.5% | +6.0% | +17.5% | +22.9% |
| 3M | -24.0% | +42.6% | -66.6% | -33.6% |
| 6M | +276.7% | +22.8% | +254.0% | +252.0% |
| YTD | +565.1% | +15.5% | +549.6% | +525.1% |
| 1Y | +2,802.6% | +2.0% | +2,800.5% | +2,933.6% |
| All | +2,523.1% | +21.0% | +2,502.1% | +1,855.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 all: compounded portfolio wealth divided by compounded GPC 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…
all analysis · Full analysis span regression · 6 months rolling