+2,302.1%
MULL vs MKTX
-38.1%
+2,340.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.9% |
| 3M | -26.8% | +40.8% | -67.6% | -6.4% |
| 6M | +220.7% | -8.0% | +228.7% | +181.9% |
| YTD | +509.0% | -8.7% | +517.8% | +441.8% |
| 1Y | +1,739.5% | -11.8% | +1,751.4% | +1,504.4% |
| All | +2,302.1% | -38.1% | +2,340.3% | +1,791.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling