+2,523.1%
MULL vs M
+63.0%
+2,460.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +9.6% |
| 7D | +17.3% | +4.7% | +12.6% | +13.1% |
| 30D | +23.5% | -9.6% | +33.1% | +33.5% |
| 3M | -24.0% | +0.9% | -24.8% | -25.3% |
| 6M | +276.7% | +22.3% | +254.5% | +208.9% |
| YTD | +565.1% | +6.5% | +558.5% | +510.3% |
| 1Y | +2,802.6% | +38.8% | +2,763.8% | +2,018.2% |
| All | +2,523.1% | +63.0% | +2,460.1% | +1,434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling