+475.1%
MULL vs RRC
+44.7%
+430.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.5% | -10.2% | -15.6% |
| 7D | -35.9% | -6.8% | -29.1% | -38.5% |
| 30D | -47.3% | +34.7% | -82.1% | -33.5% |
| 3M | -30.6% | +31.5% | -62.1% | -13.0% |
| 6M | +13.7% | +21.8% | -8.1% | +43.9% |
| YTD | +272.1% | +48.9% | +223.3% | +375.3% |
| 1Y | +475.1% | +42.1% | +433.0% | +616.8% |
| All | +475.1% | +44.7% | +430.4% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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