+2,302.1%
MULL vs NWSA
+2.1%
+2,300.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.4% | -2.8% | -5.6% | -8.1% |
| 30D | +9.7% | +3.0% | +6.7% | +8.9% |
| 3M | -26.8% | +12.3% | -39.1% | -31.5% |
| 6M | +220.7% | +21.9% | +198.8% | +167.5% |
| YTD | +509.0% | +13.6% | +495.5% | +450.1% |
| 1Y | +1,739.5% | +0.5% | +1,739.0% | +1,874.7% |
| All | +2,302.1% | +2.1% | +2,300.0% | +2,272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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