+2,444.0%
MULL vs RNG
+97.3%
+2,346.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.3% | -2.4% |
| 7D | +14.0% | -0.8% | +14.8% | +14.0% |
| 30D | +24.8% | +11.4% | +13.4% | +22.5% |
| 3M | -16.1% | +72.1% | -88.2% | -27.2% |
| 6M | +330.9% | +67.9% | +263.0% | +270.3% |
| YTD | +545.0% | +144.3% | +400.7% | +323.1% |
| 1Y | +2,427.1% | +117.5% | +2,309.6% | +1,708.8% |
| All | +2,444.0% | +97.3% | +2,346.6% | +1,660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling