+2,523.1%
MULL vs PTC
-27.0%
+2,550.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -6.0% | +17.8% | +12.3% |
| 7D | +17.3% | -10.3% | +27.6% | +18.5% |
| 30D | +23.5% | +1.1% | +22.4% | +22.5% |
| 3M | -24.0% | +1.6% | -25.6% | -22.8% |
| 6M | +276.7% | -13.5% | +290.2% | +324.0% |
| YTD | +565.1% | -19.1% | +584.1% | +682.0% |
| 1Y | +2,802.6% | -33.9% | +2,836.5% | +4,222.8% |
| All | +2,523.1% | -27.0% | +2,550.1% | +2,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling