+2,302.1%
MULL vs GTLB
-21.3%
+2,323.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -8.4% | -5.7% | -2.7% | -6.4% |
| 30D | +9.7% | +15.1% | -5.5% | +3.0% |
| 3M | -26.8% | +65.5% | -92.2% | -44.1% |
| 6M | +220.7% | +102.9% | +117.8% | +107.7% |
| YTD | +509.0% | +25.2% | +483.8% | +438.8% |
| 1Y | +1,739.5% | -5.5% | +1,745.0% | +1,994.4% |
| All | +2,302.1% | -21.3% | +2,323.5% | +2,821.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling