+953.2%
MULL vs M
+64.6%
+888.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.6% | +13.7% | +12.7% |
| 7D | -42.7% | -4.3% | -38.4% | -40.5% |
| 30D | -63.8% | +1.3% | -65.0% | -64.4% |
| 3M | -49.0% | -7.4% | -41.7% | -46.8% |
| 6M | -38.2% | +18.3% | -56.5% | -48.5% |
| YTD | +167.0% | +7.6% | +159.5% | +139.8% |
| 1Y | +247.7% | +17.4% | +230.3% | +187.0% |
| All | +953.2% | +64.6% | +888.6% | +503.0% |
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