+2,302.1%
MULL vs NTRS
+87.1%
+2,215.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -2.8% |
| 7D | -8.4% | +1.4% | -9.8% | -10.6% |
| 30D | +9.7% | -0.7% | +10.3% | +10.0% |
| 3M | -26.8% | +11.3% | -38.1% | -38.4% |
| 6M | +220.7% | +35.5% | +185.2% | +94.4% |
| YTD | +509.0% | +40.6% | +468.4% | +242.8% |
| 1Y | +1,739.5% | +49.2% | +1,690.3% | +823.6% |
| All | +2,302.1% | +87.1% | +2,215.0% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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