+2,302.1%
MULL vs KMX
-19.7%
+2,321.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | -8.4% | -3.1% | -5.3% | -6.9% |
| 30D | +9.7% | +4.4% | +5.2% | +7.3% |
| 3M | -26.8% | +18.9% | -45.7% | -33.4% |
| 6M | +220.7% | +44.3% | +176.4% | +157.0% |
| YTD | +509.0% | +58.7% | +450.3% | +351.3% |
| 1Y | +1,739.5% | +0.1% | +1,739.4% | +1,815.9% |
| All | +2,302.1% | -19.7% | +2,321.8% | +3,166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling