+475.1%
MULL vs MKC
-18.2%
+493.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.4% | -19.2% | -5.2% |
| 7D | -35.9% | +9.6% | -45.5% | -24.5% |
| 30D | -47.3% | +12.0% | -59.4% | -34.6% |
| 3M | -30.6% | -2.0% | -28.6% | -27.9% |
| 6M | +13.7% | +7.2% | +6.5% | +46.9% |
| YTD | +272.1% | -23.7% | +295.9% | +279.5% |
| 1Y | +475.1% | -18.3% | +493.4% | +581.8% |
| All | +475.1% | -18.2% | +493.3% | +581.8% |
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