+2,802.6%
MULL vs MTB
+23.4%
+2,779.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +11.8% |
| 7D | +17.3% | +1.7% | +15.6% | +17.4% |
| 30D | +23.5% | -4.2% | +27.7% | +23.5% |
| 3M | -24.0% | +8.9% | -32.9% | -27.4% |
| 6M | +276.7% | +10.9% | +265.9% | +257.7% |
| YTD | +565.1% | +21.5% | +543.6% | +494.4% |
| 1Y | +2,802.6% | +21.9% | +2,780.7% | +2,175.3% |
| All | +2,802.6% | +23.4% | +2,779.2% | +2,175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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