+475.1%
MULL vs PNR
-31.2%
+506.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.3% | -17.1% | -15.0% |
| 7D | -35.9% | +11.9% | -47.8% | -39.4% |
| 30D | -47.3% | +37.1% | -84.5% | -55.4% |
| 3M | -30.6% | +5.7% | -36.3% | -30.8% |
| 6M | +13.7% | -5.7% | +19.4% | +26.4% |
| YTD | +272.1% | -29.8% | +301.9% | +490.7% |
| 1Y | +475.1% | -31.8% | +506.9% | +858.2% |
| All | +475.1% | -31.2% | +506.2% | +858.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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