+475.1%
MULL vs RBA
-2.0%
+477.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.1% | -15.8% | -13.6% |
| 7D | -35.9% | +12.7% | -48.6% | -35.8% |
| 30D | -47.3% | +15.5% | -62.9% | -47.3% |
| 3M | -30.6% | -14.0% | -16.5% | -25.3% |
| 6M | +13.7% | -8.8% | +22.5% | +18.4% |
| YTD | +272.1% | -6.9% | +279.0% | +213.9% |
| 1Y | +475.1% | -3.0% | +478.0% | +363.0% |
| All | +475.1% | -2.0% | +477.1% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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