+1,739.5%
MULL vs GWRE
-44.7%
+1,784.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -0.9% |
| 7D | -8.4% | -13.2% | +4.8% | -14.9% |
| 30D | +9.7% | -18.6% | +28.3% | +1.1% |
| 3M | -26.8% | +18.9% | -45.7% | -17.5% |
| 6M | +220.7% | -11.0% | +231.7% | +283.9% |
| YTD | +509.0% | -29.9% | +538.9% | +772.2% |
| 1Y | +1,739.5% | -44.3% | +1,783.9% | +3,290.0% |
| All | +1,739.5% | -44.7% | +1,784.2% | +3,290.0% |
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