+343.3%
MULL vs Q
+29.7%
+313.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | +1.5% |
| 7D | +24.5% | +1.2% | +23.4% | +23.1% |
| 30D | -35.5% | -2.7% | -32.8% | -27.1% |
| 3M | -44.8% | -16.9% | -27.9% | -16.5% |
| 6M | -45.5% | -26.9% | -18.6% | +25.4% |
| YTD | +232.5% | +45.2% | +187.3% | +188.4% |
| 1Y | +343.3% | +38.1% | +305.1% | +301.1% |
| All | +343.3% | +29.7% | +313.6% | +301.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling