+2,444.0%
MULL vs REPL
+18.3%
+2,425.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | +14.0% | -5.7% | +19.7% | +14.3% |
| 30D | +24.8% | +22.5% | +2.3% | +23.2% |
| 3M | -16.1% | +64.7% | -80.8% | -19.6% |
| 6M | +330.9% | +83.0% | +247.9% | +282.7% |
| YTD | +545.0% | +52.0% | +493.0% | +477.1% |
| 1Y | +2,427.1% | +144.5% | +2,282.6% | +2,034.7% |
| All | +2,444.0% | +18.3% | +2,425.7% | +1,825.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling