+2,523.1%
MULL vs LEN
-47.8%
+2,570.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.4% |
| 7D | +17.3% | -3.2% | +20.5% | +19.5% |
| 30D | +23.5% | -4.9% | +28.4% | +26.8% |
| 3M | -24.0% | -8.5% | -15.5% | -19.3% |
| 6M | +276.7% | -20.7% | +297.4% | +330.8% |
| YTD | +565.1% | -17.4% | +582.5% | +627.0% |
| 1Y | +2,802.6% | -38.2% | +2,840.8% | +3,708.9% |
| All | +2,523.1% | -47.8% | +2,570.9% | +3,608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling