+2,302.1%
MULL vs MTB
+18.6%
+2,283.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -8.4% | 0.0% | -8.4% | -8.5% |
| 30D | +9.7% | -4.8% | +14.5% | +16.5% |
| 3M | -26.8% | +6.0% | -32.7% | -37.3% |
| 6M | +220.7% | +19.6% | +201.1% | +116.7% |
| YTD | +509.0% | +21.5% | +487.6% | +287.0% |
| 1Y | +1,739.5% | +24.7% | +1,714.8% | +993.2% |
| All | +2,302.1% | +18.6% | +2,283.6% | +984.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling