+2,330.7%
MULL vs MKC
-30.5%
+2,361.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -10.0% |
| 7D | +3.6% | -2.8% | +6.4% | +1.2% |
| 30D | +22.0% | -3.4% | +25.4% | +19.3% |
| 3M | -8.6% | +3.8% | -12.4% | -1.4% |
| 6M | +248.5% | -17.9% | +266.5% | +263.9% |
| YTD | +516.3% | -23.6% | +539.9% | +549.3% |
| 1Y | +2,036.6% | -23.1% | +2,059.7% | +2,162.5% |
| All | +2,330.7% | -30.5% | +2,361.3% | +2,705.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling