+1,283.0%
MULL vs MLM
-14.7%
+1,297.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.1% |
| 7D | +43.3% | -2.0% | +45.3% | +45.8% |
| 30D | -37.4% | +9.5% | -47.0% | -42.5% |
| 3M | -36.8% | -4.7% | -32.1% | -33.4% |
| 6M | -36.9% | -10.7% | -26.1% | -29.9% |
| YTD | +250.7% | -16.6% | +267.2% | +287.2% |
| 1Y | +337.6% | -15.4% | +353.0% | +373.6% |
| All | +1,283.0% | -14.7% | +1,297.7% | +1,214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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