+2,802.6%
MULL vs RNG
+144.7%
+2,657.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.9% | +15.7% | +11.0% |
| 7D | +17.3% | +5.8% | +11.5% | +18.7% |
| 30D | +23.5% | +19.6% | +3.9% | +28.2% |
| 3M | -24.0% | +67.0% | -91.0% | -13.1% |
| 6M | +276.7% | +88.4% | +188.4% | +323.2% |
| YTD | +565.1% | +155.5% | +409.6% | +615.5% |
| 1Y | +2,802.6% | +141.7% | +2,660.9% | +3,116.5% |
| All | +2,802.6% | +144.7% | +2,657.9% | +3,116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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