+2,302.1%
MULL vs RRC
+22.4%
+2,279.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | -8.4% | -1.8% | -6.6% | -7.4% |
| 30D | +9.7% | +2.7% | +7.0% | +7.2% |
| 3M | -26.8% | +8.8% | -35.6% | -33.9% |
| 6M | +220.7% | -1.2% | +221.9% | +200.2% |
| YTD | +509.0% | +17.6% | +491.5% | +349.8% |
| 1Y | +1,739.5% | +18.4% | +1,721.1% | +1,171.0% |
| All | +2,302.1% | +22.4% | +2,279.7% | +1,861.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling