+2,330.7%
MULL vs MKTX
-38.1%
+2,368.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.4% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +22.0% | +0.8% | +21.2% | +22.3% |
| 3M | -8.6% | +41.1% | -49.8% | +16.9% |
| 6M | +248.5% | -9.5% | +258.1% | +202.3% |
| YTD | +516.3% | -8.7% | +525.0% | +448.3% |
| 1Y | +2,036.6% | -10.0% | +2,046.6% | +1,788.7% |
| All | +2,330.7% | -38.1% | +2,368.8% | +1,814.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling