+475.1%
MULL vs M
+36.6%
+438.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.6% | -21.4% | -18.2% |
| 7D | -35.9% | +8.3% | -44.2% | -39.7% |
| 30D | -47.3% | +14.2% | -61.5% | -52.6% |
| 3M | -30.6% | -1.1% | -29.5% | -30.4% |
| 6M | +13.7% | +36.6% | -22.9% | -15.2% |
| YTD | +272.1% | +19.8% | +252.3% | +204.4% |
| 1Y | +475.1% | +37.2% | +437.9% | +293.5% |
| All | +475.1% | +36.6% | +438.5% | +293.5% |
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