+475.1%
MULL vs GWRE
-24.5%
+499.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -10.5% |
| 7D | -35.9% | +2.2% | -38.1% | -34.8% |
| 30D | -47.3% | +4.5% | -51.9% | -45.4% |
| 3M | -30.6% | +6.4% | -37.0% | -24.6% |
| 6M | +13.7% | +18.8% | -5.1% | +54.7% |
| YTD | +272.1% | -15.1% | +287.2% | +478.0% |
| 1Y | +475.1% | -23.4% | +498.5% | +905.2% |
| All | +475.1% | -24.5% | +499.6% | +905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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