+475.1%
MULL vs LEN
-21.9%
+496.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.1% | -20.8% | -15.4% |
| 7D | -35.9% | +10.5% | -46.4% | -38.3% |
| 30D | -47.3% | +24.6% | -72.0% | -52.6% |
| 3M | -30.6% | +6.6% | -37.2% | -32.2% |
| 6M | +13.7% | +10.6% | +3.1% | +12.3% |
| YTD | +272.1% | -8.3% | +280.4% | +274.2% |
| 1Y | +475.1% | -22.5% | +497.6% | +489.7% |
| All | +475.1% | -21.9% | +496.9% | +489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling