+2,581.4%
MULL vs RBA
-11.5%
+2,592.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.8% |
| 7D | +14.8% | -1.9% | +16.7% | +16.2% |
| 30D | +36.6% | -13.0% | +49.5% | +48.9% |
| 3M | -8.9% | -23.1% | +14.2% | +4.4% |
| 6M | +311.9% | -22.6% | +334.5% | +365.4% |
| YTD | +579.8% | -20.4% | +600.2% | +589.7% |
| 1Y | +2,421.5% | -29.6% | +2,451.1% | +3,026.0% |
| All | +2,581.4% | -11.5% | +2,592.9% | +2,164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling