+2,802.6%
MULL vs PTC
-33.3%
+2,835.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -6.0% | +17.8% | +7.1% |
| 7D | +17.3% | -10.3% | +27.6% | +8.6% |
| 30D | +23.5% | +1.1% | +22.4% | +26.0% |
| 3M | -24.0% | +1.6% | -25.6% | -12.0% |
| 6M | +276.7% | -13.5% | +290.2% | +343.3% |
| YTD | +565.1% | -19.1% | +584.1% | +750.5% |
| 1Y | +2,802.6% | -33.9% | +2,836.5% | +5,026.7% |
| All | +2,802.6% | -33.3% | +2,835.8% | +5,026.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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