+2,302.1%
MULL vs RNG
+93.8%
+2,208.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.4% | -6.1% | -2.3% | -7.6% |
| 30D | +9.7% | +9.6% | +0.1% | +7.9% |
| 3M | -26.8% | +83.3% | -110.1% | -38.2% |
| 6M | +220.7% | +77.9% | +142.8% | +167.5% |
| YTD | +509.0% | +139.9% | +369.1% | +300.5% |
| 1Y | +1,739.5% | +121.7% | +1,617.9% | +1,183.3% |
| All | +2,302.1% | +93.8% | +2,208.4% | +1,566.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling