+2,444.0%
MULL vs NWSA
+3.1%
+2,440.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | +14.0% | -2.6% | +16.6% | +14.3% |
| 30D | +24.8% | +4.6% | +20.3% | +23.6% |
| 3M | -16.1% | +10.2% | -26.3% | -19.9% |
| 6M | +330.9% | +21.6% | +309.3% | +263.1% |
| YTD | +545.0% | +14.6% | +530.4% | +481.9% |
| 1Y | +2,427.1% | +0.4% | +2,426.8% | +2,671.1% |
| All | +2,444.0% | +3.1% | +2,440.9% | +2,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling