+2,444.0%
MULL vs RL
+67.4%
+2,376.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -1.5% |
| 7D | +14.0% | +1.9% | +12.1% | +11.3% |
| 30D | +24.8% | -12.2% | +37.0% | +46.6% |
| 3M | -16.1% | -6.6% | -9.5% | -9.5% |
| 6M | +330.9% | +3.2% | +327.7% | +293.6% |
| YTD | +545.0% | -1.3% | +546.3% | +522.6% |
| 1Y | +2,427.1% | +13.6% | +2,413.5% | +1,870.2% |
| All | +2,444.0% | +67.4% | +2,376.5% | +1,046.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling