+2,802.6%
MULL vs M
+46.1%
+2,756.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +9.7% |
| 7D | +17.3% | +4.7% | +12.6% | +13.2% |
| 30D | +23.5% | -9.6% | +33.1% | +33.6% |
| 3M | -24.0% | +0.9% | -24.8% | -25.5% |
| 6M | +276.7% | +22.3% | +254.5% | +205.3% |
| YTD | +565.1% | +6.5% | +558.5% | +502.0% |
| 1Y | +2,802.6% | +38.8% | +2,763.8% | +1,987.0% |
| All | +2,802.6% | +46.1% | +2,756.4% | +1,987.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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