+864.8%
MULL vs Q
+75.3%
+789.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -7.1% |
| 7D | +14.0% | +6.7% | +7.2% | +1.7% |
| 30D | +24.8% | -10.6% | +35.4% | +51.8% |
| 3M | -16.1% | -14.6% | -1.5% | +33.7% |
| 6M | +330.9% | +12.1% | +318.8% | +409.0% |
| YTD | +545.0% | +51.3% | +493.7% | +452.3% |
| All | +864.8% | +75.3% | +789.5% | +842.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling