+821.8%
MULL vs Q
+75.4%
+746.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -6.3% |
| 7D | +3.6% | +4.1% | -0.5% | -3.1% |
| 30D | +22.0% | -10.7% | +32.8% | +49.4% |
| 3M | -8.6% | -11.7% | +3.1% | +39.2% |
| 6M | +248.5% | +8.3% | +240.2% | +329.8% |
| YTD | +516.3% | +51.3% | +465.0% | +429.2% |
| All | +821.8% | +75.4% | +746.5% | +803.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling