+1,739.5%
MULL vs MKTX
-10.6%
+1,750.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.4% | -0.2% | -8.2% | -8.5% |
| 30D | +9.7% | +0.7% | +9.0% | +9.8% |
| 3M | -26.8% | +40.8% | -67.6% | -3.2% |
| 6M | +220.7% | -8.0% | +228.7% | +160.2% |
| YTD | +509.0% | -8.7% | +517.8% | +405.4% |
| 1Y | +1,739.5% | -11.8% | +1,751.4% | +1,303.6% |
| All | +1,739.5% | -10.6% | +1,750.1% | +1,303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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