+1,739.5%
MULL vs NWSA
+3.0%
+1,736.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -0.9% |
| 7D | -8.4% | -2.8% | -5.6% | -11.6% |
| 30D | +9.7% | +3.0% | +6.7% | +14.4% |
| 3M | -26.8% | +12.3% | -39.1% | -11.1% |
| 6M | +220.7% | +21.9% | +198.8% | +293.7% |
| YTD | +509.0% | +13.6% | +495.5% | +670.7% |
| 1Y | +1,739.5% | +0.5% | +1,739.0% | +1,971.3% |
| All | +1,739.5% | +3.0% | +1,736.5% | +1,971.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling