+2,330.7%
MULL vs RL
+62.3%
+2,268.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.8% |
| 7D | +3.6% | -2.2% | +5.8% | +6.5% |
| 30D | +22.0% | -15.3% | +37.4% | +50.4% |
| 3M | -8.6% | -10.3% | +1.7% | +3.9% |
| 6M | +248.5% | -2.2% | +250.8% | +241.1% |
| YTD | +516.3% | -4.3% | +520.6% | +517.1% |
| 1Y | +2,036.6% | +8.9% | +2,027.8% | +1,657.8% |
| All | +2,330.7% | +62.3% | +2,268.4% | +1,036.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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