+475.1%
MULL vs RGEN
+19.5%
+455.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.7% | -13.7% |
| 7D | -35.9% | -3.5% | -32.4% | -34.8% |
| 30D | -47.3% | -6.0% | -41.4% | -45.9% |
| 3M | -30.6% | +19.0% | -49.6% | -35.3% |
| 6M | +13.7% | +50.7% | -37.1% | -9.4% |
| YTD | +272.1% | +8.8% | +263.4% | +304.5% |
| 1Y | +475.1% | +21.3% | +453.8% | +492.3% |
| All | +475.1% | +19.5% | +455.5% | +492.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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