+2,581.4%
MULL vs M
+52.1%
+2,529.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.6% | +8.9% |
| 7D | +14.8% | -4.1% | +18.8% | +18.7% |
| 30D | +36.6% | -13.6% | +50.2% | +52.7% |
| 3M | -8.9% | -2.3% | -6.6% | -9.5% |
| 6M | +311.9% | +21.9% | +290.0% | +235.5% |
| YTD | +579.8% | -0.6% | +580.4% | +559.4% |
| 1Y | +2,421.5% | +29.7% | +2,391.8% | +1,840.8% |
| All | +2,581.4% | +52.1% | +2,529.3% | +1,557.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling