+343.3%
MULL vs LEN
-30.4%
+373.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +24.5% | -5.8% | +30.3% | +26.5% |
| 30D | -35.5% | +13.7% | -49.2% | -40.6% |
| 3M | -44.8% | -3.9% | -40.9% | -44.5% |
| 6M | -45.5% | -0.4% | -45.1% | -44.9% |
| YTD | +232.5% | -16.8% | +249.4% | +242.5% |
| 1Y | +343.3% | -29.5% | +372.7% | +358.1% |
| All | +343.3% | -30.4% | +373.7% | +358.1% |
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