+2,523.1%
MULL vs MTB
+18.6%
+2,504.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +11.9% |
| 7D | +17.3% | +1.7% | +15.6% | +14.5% |
| 30D | +23.5% | -4.2% | +27.7% | +30.2% |
| 3M | -24.0% | +8.9% | -32.9% | -37.6% |
| 6M | +276.7% | +10.9% | +265.9% | +194.2% |
| YTD | +565.1% | +21.5% | +543.6% | +322.9% |
| 1Y | +2,802.6% | +21.9% | +2,780.7% | +1,710.0% |
| All | +2,523.1% | +18.6% | +2,504.5% | +1,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling