+1,211.6%
MULL vs REPL
+75.3%
+1,136.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +24.5% | +1.2% | +23.3% | +24.3% |
| 30D | -35.5% | +92.2% | -127.7% | -38.1% |
| 3M | -44.8% | +44.1% | -88.9% | -46.2% |
| 6M | -45.5% | +313.0% | -358.5% | -51.6% |
| YTD | +232.5% | +125.2% | +107.3% | +190.0% |
| 1Y | +343.3% | +143.8% | +199.5% | +284.5% |
| All | +1,211.6% | +75.3% | +1,136.3% | +867.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling