+2,581.4%
MULL vs REPL
+15.7%
+2,565.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +5.5% |
| 7D | +14.8% | -9.6% | +24.4% | +15.4% |
| 30D | +36.6% | +5.7% | +30.9% | +36.0% |
| 3M | -8.9% | +56.4% | -65.3% | -12.4% |
| 6M | +311.9% | +67.4% | +244.5% | +267.6% |
| YTD | +579.8% | +48.7% | +531.2% | +509.0% |
| 1Y | +2,421.5% | +148.3% | +2,273.3% | +2,026.3% |
| All | +2,581.4% | +15.7% | +2,565.7% | +1,931.9% |
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 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