+2,444.0%
MULL vs RJF
+11.3%
+2,432.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -1.7% |
| 7D | +14.0% | +1.8% | +12.2% | +11.0% |
| 30D | +24.8% | 0.0% | +24.8% | +23.3% |
| 3M | -16.1% | +18.0% | -34.1% | -40.1% |
| 6M | +330.9% | +17.0% | +313.9% | +202.0% |
| YTD | +545.0% | +11.1% | +533.9% | +379.5% |
| 1Y | +2,427.1% | +8.0% | +2,419.2% | +1,871.7% |
| All | +2,444.0% | +11.3% | +2,432.6% | +1,522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 all: compounded portfolio wealth divided by compounded RJF 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…
all analysis · Full analysis span regression · 6 months rolling