+239.4%
MULL vs RL
+22.6%
+216.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | -32.2% | +1.3% | -33.6% | -31.1% |
| 30D | -55.4% | +7.6% | -63.0% | -57.0% |
| 3M | -41.3% | -1.5% | -39.8% | -39.0% |
| 6M | -44.9% | +12.1% | -57.0% | -49.3% |
| YTD | +192.4% | +13.9% | +178.5% | +158.2% |
| 1Y | +239.4% | +20.7% | +218.8% | +175.3% |
| All | +239.4% | +22.6% | +216.8% | +175.3% |
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 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