+2,330.7%
MULL vs KMX
-20.7%
+2,351.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.7% | -9.5% |
| 7D | +3.6% | -3.4% | +7.0% | +5.5% |
| 30D | +22.0% | +4.0% | +18.0% | +19.7% |
| 3M | -8.6% | +24.8% | -33.4% | -18.4% |
| 6M | +248.5% | +43.6% | +204.9% | +180.0% |
| YTD | +516.3% | +56.6% | +459.7% | +359.8% |
| 1Y | +2,036.6% | +2.2% | +2,034.4% | +2,068.8% |
| All | +2,330.7% | -20.7% | +2,351.4% | +3,228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling