+2,330.7%
MULL vs GWRE
-28.1%
+2,358.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -9.5% |
| 7D | +3.6% | -30.9% | +34.6% | +0.4% |
| 30D | +22.0% | -20.7% | +42.7% | +19.3% |
| 3M | -8.6% | +20.2% | -28.8% | -15.8% |
| 6M | +248.5% | -11.9% | +260.4% | +262.0% |
| YTD | +516.3% | -30.3% | +546.6% | +639.5% |
| 1Y | +2,036.6% | -44.6% | +2,081.3% | +2,985.0% |
| All | +2,330.7% | -28.1% | +2,358.9% | +2,395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling