+2,581.4%
MULL vs RGEN
+11.9%
+2,569.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +7.1% |
| 7D | +14.8% | -4.6% | +19.3% | +18.9% |
| 30D | +36.6% | +1.2% | +35.4% | +35.0% |
| 3M | -8.9% | +26.8% | -35.7% | -28.9% |
| 6M | +311.9% | +29.1% | +282.9% | +204.5% |
| YTD | +579.8% | +0.7% | +579.1% | +555.8% |
| 1Y | +2,421.5% | +39.1% | +2,382.5% | +1,657.7% |
| All | +2,581.4% | +11.9% | +2,569.5% | +2,095.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling