+2,581.4%
MULL vs PNR
-44.3%
+2,625.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +7.8% |
| 7D | +14.8% | -3.9% | +18.7% | +20.6% |
| 30D | +36.6% | -13.8% | +50.4% | +63.3% |
| 3M | -8.9% | -22.5% | +13.7% | +24.0% |
| 6M | +311.9% | -37.2% | +349.1% | +673.4% |
| YTD | +579.8% | -44.2% | +624.1% | +1,462.0% |
| 1Y | +2,421.5% | -46.6% | +2,468.2% | +6,363.1% |
| All | +2,581.4% | -44.3% | +2,625.7% | +5,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling