-38.2%
MULL vs M
+19.3%
-57.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.6% | +13.7% | +11.3% |
| 7D | -42.7% | -4.3% | -38.4% | -40.3% |
| 30D | -63.8% | +1.3% | -65.0% | -63.6% |
| 3M | -49.0% | -7.4% | -41.7% | -45.5% |
| 6M | -38.2% | +18.3% | -56.5% | -41.7% |
| All | -38.2% | +19.3% | -57.5% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling