+2,330.7%
MULL vs RNG
+94.1%
+2,236.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.2% |
| 7D | +3.6% | -9.6% | +13.2% | +5.0% |
| 30D | +22.0% | +8.8% | +13.2% | +20.2% |
| 3M | -8.6% | +78.6% | -87.3% | -22.3% |
| 6M | +248.5% | +70.3% | +178.2% | +196.3% |
| YTD | +516.3% | +140.3% | +375.9% | +305.2% |
| 1Y | +2,036.6% | +126.6% | +1,910.0% | +1,368.1% |
| All | +2,330.7% | +94.1% | +2,236.6% | +1,586.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling