+2,802.6%
MULL vs QSR
+33.2%
+2,769.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +11.7% |
| 7D | +17.3% | +2.4% | +14.9% | +19.2% |
| 30D | +23.5% | +7.6% | +15.9% | +29.4% |
| 3M | -24.0% | +12.6% | -36.6% | -16.3% |
| 6M | +276.7% | +14.4% | +262.4% | +319.2% |
| YTD | +565.1% | +19.6% | +545.4% | +657.9% |
| 1Y | +2,802.6% | +33.9% | +2,768.7% | +2,822.0% |
| All | +2,802.6% | +33.2% | +2,769.4% | +2,822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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