+2,036.6%
MULL vs RRC
+24.3%
+2,012.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.1% |
| 30D | +22.0% | +3.0% | +19.0% | +24.3% |
| 3M | -8.6% | +7.3% | -15.9% | -3.7% |
| 6M | +248.5% | +3.6% | +245.0% | +258.8% |
| YTD | +516.3% | +19.4% | +496.9% | +494.6% |
| 1Y | +2,036.6% | +21.4% | +2,015.2% | +1,973.0% |
| All | +2,036.6% | +24.3% | +2,012.3% | +1,973.0% |
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 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