-49.0%
MULL vs M
-9.7%
-39.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.6% | +13.7% | +8.9% |
| 7D | -42.7% | -4.3% | -38.4% | -40.2% |
| 30D | -63.8% | +1.3% | -65.0% | -61.9% |
| 3M | -49.0% | -7.4% | -41.7% | -55.0% |
| All | -49.0% | -9.7% | -39.4% | -55.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling