+1,053.2%
MULL vs M
+78.9%
+974.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.9% |
| 7D | -32.2% | +5.0% | -37.3% | -34.3% |
| 30D | -55.4% | +10.6% | -66.0% | -59.1% |
| 3M | -41.3% | +1.6% | -42.9% | -42.9% |
| 6M | -44.9% | +30.8% | -75.7% | -57.8% |
| YTD | +192.4% | +16.9% | +175.5% | +146.4% |
| 1Y | +239.4% | +26.3% | +213.2% | +165.0% |
| All | +1,053.2% | +78.9% | +974.4% | +519.5% |
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