+2,302.1%
MULL vs PNR
-45.2%
+2,347.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -8.4% | -6.0% | -2.4% | -0.8% |
| 30D | +9.7% | -14.0% | +23.7% | +32.0% |
| 3M | -26.8% | -21.7% | -5.1% | -3.0% |
| 6M | +220.7% | -37.3% | +258.0% | +501.2% |
| YTD | +509.0% | -45.1% | +554.2% | +1,331.5% |
| 1Y | +1,739.5% | -49.1% | +1,788.7% | +5,040.3% |
| All | +2,302.1% | -45.2% | +2,347.4% | +4,797.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling