+2,444.0%
MULL vs M
+58.8%
+2,385.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -0.8% |
| 7D | +14.0% | +2.4% | +11.6% | +12.0% |
| 30D | +24.8% | -11.6% | +36.4% | +37.5% |
| 3M | -16.1% | +1.6% | -17.7% | -19.1% |
| 6M | +330.9% | +25.2% | +305.7% | +243.9% |
| YTD | +545.0% | +3.8% | +541.2% | +505.4% |
| 1Y | +2,427.1% | +36.3% | +2,390.8% | +1,771.6% |
| All | +2,444.0% | +58.8% | +2,385.2% | +1,422.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling