+2,444.0%
MULL vs JAAA
+9.5%
+2,434.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +14.0% | +0.1% | +13.9% | +11.8% |
| 30D | +24.8% | +0.5% | +24.4% | +13.3% |
| 3M | -16.1% | +1.2% | -17.3% | -35.5% |
| 6M | +330.9% | +2.8% | +328.1% | +135.2% |
| YTD | +545.0% | +3.2% | +541.8% | +233.3% |
| 1Y | +2,427.1% | +4.8% | +2,422.3% | +848.2% |
| All | +2,444.0% | +9.5% | +2,434.5% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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