+343.3%
MULL vs RL
+15.3%
+328.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.1% |
| 7D | +24.5% | +2.6% | +21.9% | +21.6% |
| 30D | -35.5% | +2.9% | -38.5% | -35.3% |
| 3M | -44.8% | 0.0% | -44.8% | -43.5% |
| 6M | -45.5% | +17.1% | -62.6% | -51.9% |
| YTD | +232.5% | +10.1% | +222.4% | +204.7% |
| 1Y | +343.3% | +17.3% | +325.9% | +281.7% |
| All | +343.3% | +15.3% | +328.0% | +281.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling