-50.0%
MULL vs PTC
+35.3%
-85.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.4% | +11.9% | +12.5% |
| 7D | -27.1% | +0.8% | -27.9% | -26.9% |
| 30D | -54.2% | +0.7% | -55.0% | -54.1% |
| 3M | -42.0% | +32.6% | -74.6% | -33.8% |
| All | -50.0% | +35.3% | -85.3% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling