+2,302.1%
MULL vs GWRE
-27.7%
+2,329.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | -8.4% | -13.2% | +4.8% | -9.6% |
| 30D | +9.7% | -18.6% | +28.3% | +7.4% |
| 3M | -26.8% | +18.9% | -45.7% | -32.2% |
| 6M | +220.7% | -11.0% | +231.7% | +232.6% |
| YTD | +509.0% | -29.9% | +538.9% | +631.2% |
| 1Y | +1,739.5% | -44.3% | +1,783.9% | +2,558.6% |
| All | +2,302.1% | -27.7% | +2,329.8% | +2,367.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling