+2,444.0%
MULL vs PTC
-31.0%
+2,474.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -2.5% |
| 7D | +14.0% | -12.8% | +26.8% | +15.4% |
| 30D | +24.8% | -9.8% | +34.6% | +25.6% |
| 3M | -16.1% | -2.1% | -14.0% | -15.6% |
| 6M | +330.9% | -18.1% | +349.0% | +386.4% |
| YTD | +545.0% | -23.5% | +568.5% | +662.6% |
| 1Y | +2,427.1% | -37.4% | +2,464.5% | +3,672.5% |
| All | +2,444.0% | -31.0% | +2,474.9% | +2,219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling