+916.9%
MULL vs Q
+78.4%
+838.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +2.3% |
| 7D | +14.8% | +6.6% | +8.2% | +2.7% |
| 30D | +36.6% | -6.6% | +43.1% | +53.6% |
| 3M | -8.9% | -13.2% | +4.3% | +41.3% |
| 6M | +311.9% | +9.9% | +302.0% | +393.1% |
| YTD | +579.8% | +53.9% | +525.9% | +465.0% |
| All | +916.9% | +78.4% | +838.5% | +864.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling