+2,523.1%
MULL vs RL
+69.4%
+2,453.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.0% | +9.8% | +9.1% |
| 7D | +17.3% | -0.8% | +18.1% | +18.5% |
| 30D | +23.5% | -7.8% | +31.3% | +34.9% |
| 3M | -24.0% | -4.0% | -20.0% | -20.8% |
| 6M | +276.7% | -1.9% | +278.6% | +274.2% |
| YTD | +565.1% | -0.2% | +565.2% | +532.1% |
| 1Y | +2,802.6% | +10.7% | +2,791.9% | +2,249.2% |
| All | +2,523.1% | +69.4% | +2,453.8% | +1,064.1% |
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