+2,302.1%
MULL vs MKC
-30.2%
+2,332.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -0.8% |
| 7D | -8.4% | -1.5% | -7.0% | -9.6% |
| 30D | +9.7% | -3.1% | +12.8% | +7.5% |
| 3M | -26.8% | +5.2% | -31.9% | -20.4% |
| 6M | +220.7% | -12.8% | +233.5% | +240.6% |
| YTD | +509.0% | -23.3% | +532.3% | +544.0% |
| 1Y | +1,739.5% | -24.1% | +1,763.6% | +1,862.7% |
| All | +2,302.1% | -30.2% | +2,332.4% | +2,682.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling