+2,802.6%
MULL vs REPL
+161.1%
+2,641.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.4% | +11.9% |
| 7D | +17.3% | -3.0% | +20.3% | +17.4% |
| 30D | +23.5% | +27.1% | -3.6% | +22.2% |
| 3M | -24.0% | +52.4% | -76.4% | -24.7% |
| 6M | +276.7% | +107.4% | +169.3% | +240.2% |
| YTD | +565.1% | +54.7% | +510.3% | +502.9% |
| 1Y | +2,802.6% | +158.9% | +2,643.7% | +2,500.9% |
| All | +2,802.6% | +161.1% | +2,641.5% | +2,500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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