+2,802.6%
MULL vs PNR
-43.1%
+2,845.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.6% |
| 7D | +17.3% | -2.4% | +19.7% | +19.3% |
| 30D | +23.5% | -12.8% | +36.3% | +36.1% |
| 3M | -24.0% | -17.0% | -7.0% | -10.9% |
| 6M | +276.7% | -37.4% | +314.2% | +526.1% |
| YTD | +565.1% | -41.6% | +606.7% | +1,107.7% |
| 1Y | +2,802.6% | -44.6% | +2,847.2% | +6,081.6% |
| All | +2,802.6% | -43.1% | +2,845.7% | +6,081.6% |
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