+303.0%
MULL vs MKC
-17.3%
+320.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +10.1% |
| 7D | +17.3% | -5.9% | +23.2% | +5.6% |
| 30D | +23.5% | -0.9% | +24.4% | +23.2% |
| 3M | -24.0% | +12.7% | -36.7% | +1.9% |
| All | +303.0% | -17.3% | +320.2% | +346.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling