+2,330.7%
MULL vs RGEN
+11.6%
+2,319.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.2% |
| 7D | +3.6% | -2.9% | +6.5% | +5.9% |
| 30D | +22.0% | -0.1% | +22.1% | +21.9% |
| 3M | -8.6% | +25.9% | -34.6% | -28.2% |
| 6M | +248.5% | +35.2% | +213.3% | +146.7% |
| YTD | +516.3% | +0.5% | +515.8% | +495.6% |
| 1Y | +2,036.6% | +37.0% | +1,999.7% | +1,411.4% |
| All | +2,330.7% | +11.6% | +2,319.1% | +1,894.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling