+1,082.9%
MULL vs RBA
+4.2%
+1,078.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.4% | +9.9% | +11.3% |
| 7D | -27.1% | +2.5% | -29.6% | -27.9% |
| 30D | -54.2% | +11.6% | -65.8% | -56.9% |
| 3M | -42.0% | +1.5% | -43.5% | -42.1% |
| 6M | -43.5% | -6.6% | -36.9% | -43.5% |
| YTD | +199.9% | -6.3% | +206.2% | +176.3% |
| 1Y | +292.8% | -4.0% | +296.8% | +254.1% |
| All | +1,082.9% | +4.2% | +1,078.7% | +807.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling