+2,802.6%
MULL vs GWRE
-25.4%
+2,828.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -19.9% | +31.7% | +3.2% |
| 7D | +17.3% | -21.1% | +38.4% | +7.6% |
| 30D | +23.5% | +1.3% | +22.2% | +26.7% |
| 3M | -24.0% | +7.4% | -31.4% | -11.1% |
| 6M | +276.7% | +5.6% | +271.1% | +353.2% |
| YTD | +565.1% | -19.2% | +584.3% | +819.7% |
| 1Y | +2,802.6% | -25.1% | +2,827.7% | +4,105.7% |
| All | +2,802.6% | -25.4% | +2,828.0% | +4,105.7% |
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