+475.1%
MULL vs RNG
+179.4%
+295.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.2% | -13.5% | -13.8% |
| 7D | -35.9% | -9.6% | -26.4% | -37.1% |
| 30D | -47.3% | -1.4% | -45.9% | -47.6% |
| 3M | -30.6% | +28.8% | -59.3% | -25.6% |
| 6M | +13.7% | +65.6% | -51.9% | +39.4% |
| YTD | +272.1% | +171.4% | +100.7% | +367.7% |
| 1Y | +475.1% | +185.3% | +289.7% | +538.2% |
| All | +475.1% | +179.4% | +295.6% | +538.2% |
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