+2,802.6%
MULL vs MKC
-23.4%
+2,826.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +10.5% |
| 7D | +17.3% | -5.9% | +23.2% | +8.6% |
| 30D | +23.5% | -0.9% | +24.4% | +23.4% |
| 3M | -24.0% | +12.7% | -36.7% | -5.9% |
| 6M | +276.7% | -19.3% | +296.0% | +284.5% |
| YTD | +565.1% | -22.2% | +587.2% | +598.2% |
| 1Y | +2,802.6% | -23.3% | +2,825.9% | +3,243.7% |
| All | +2,802.6% | -23.4% | +2,826.0% | +3,243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling