+2,523.1%
MULL vs MLM
-15.1%
+2,538.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.7% | +10.6% |
| 7D | +17.3% | -2.9% | +20.2% | +20.9% |
| 30D | +23.5% | -6.8% | +30.3% | +32.6% |
| 3M | -24.0% | -11.2% | -12.8% | -15.7% |
| 6M | +276.7% | -21.8% | +298.6% | +390.2% |
| YTD | +565.1% | -17.0% | +582.0% | +636.0% |
| 1Y | +2,802.6% | -16.4% | +2,819.0% | +2,978.0% |
| All | +2,523.1% | -15.1% | +2,538.3% | +2,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling