+2,330.7%
MULL vs GTLB
-20.8%
+2,351.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -10.2% |
| 7D | +3.6% | -4.1% | +7.7% | +5.2% |
| 30D | +22.0% | +12.3% | +9.7% | +15.6% |
| 3M | -8.6% | +65.9% | -74.5% | -30.3% |
| 6M | +248.5% | +104.0% | +144.6% | +125.4% |
| YTD | +516.3% | +26.0% | +490.3% | +443.8% |
| 1Y | +2,036.6% | -3.5% | +2,040.1% | +2,296.2% |
| All | +2,330.7% | -20.8% | +2,351.5% | +2,848.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling