+811.0%
MULL vs Q
+79.8%
+731.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -5.6% |
| 7D | -8.4% | +4.9% | -13.3% | -15.9% |
| 30D | +9.7% | -11.0% | +20.7% | +34.4% |
| 3M | -26.8% | -15.2% | -11.6% | +15.4% |
| 6M | +220.7% | +8.8% | +211.9% | +287.1% |
| YTD | +509.0% | +55.1% | +454.0% | +399.8% |
| All | +811.0% | +79.8% | +731.2% | +753.2% |
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