+343.3%
MULL vs RBA
-5.8%
+349.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.1% |
| 7D | +24.5% | +1.7% | +22.8% | +24.6% |
| 30D | -35.5% | +8.3% | -43.9% | -35.0% |
| 3M | -44.8% | +10.5% | -55.3% | -44.1% |
| 6M | -45.5% | -5.9% | -39.6% | -44.6% |
| YTD | +232.5% | -6.9% | +239.4% | +150.3% |
| 1Y | +343.3% | -4.9% | +348.1% | +220.8% |
| All | +343.3% | -5.8% | +349.1% | +220.8% |
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 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