+2,444.0%
MULL vs KMX
-20.6%
+2,464.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -0.8% |
| 7D | +14.0% | -0.7% | +14.7% | +14.5% |
| 30D | +24.8% | +4.1% | +20.7% | +22.4% |
| 3M | -16.1% | +27.5% | -43.6% | -25.8% |
| 6M | +330.9% | +43.6% | +287.3% | +246.4% |
| YTD | +545.0% | +56.8% | +488.2% | +381.2% |
| 1Y | +2,427.1% | -1.3% | +2,428.5% | +2,553.2% |
| All | +2,444.0% | -20.6% | +2,464.6% | +3,383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling