+1,082.9%
MULL vs RL
+92.7%
+990.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +5.8% | +6.5% | +4.7% |
| 7D | -27.1% | +0.2% | -27.3% | -25.2% |
| 30D | -54.2% | +7.3% | -61.6% | -57.3% |
| 3M | -42.0% | +1.0% | -43.0% | -42.7% |
| 6M | -43.5% | +11.8% | -55.2% | -52.5% |
| YTD | +199.9% | +13.6% | +186.3% | +143.4% |
| 1Y | +292.8% | +24.0% | +268.8% | +175.5% |
| All | +1,082.9% | +92.7% | +990.2% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling