+2,444.0%
MULL vs MDY
+15.9%
+2,428.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -0.3% |
| 7D | +14.0% | +1.0% | +13.0% | +9.4% |
| 30D | +24.8% | -3.1% | +27.9% | +43.6% |
| 3M | -16.1% | +1.8% | -17.9% | -13.8% |
| 6M | +330.9% | +10.8% | +320.1% | +247.5% |
| YTD | +545.0% | +14.4% | +530.6% | +367.1% |
| 1Y | +2,427.1% | +15.2% | +2,411.9% | +1,775.1% |
| All | +2,444.0% | +15.9% | +2,428.0% | +2,176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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