-28.2%
MULL vs RRC
+29.4%
-57.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.7% | +23.8% |
| 7D | -2.5% | -0.5% | -2.1% | -1.8% |
| 30D | -40.1% | +25.2% | -65.3% | -29.2% |
| 3M | -28.2% | +27.8% | -56.0% | -6.3% |
| All | -28.2% | +29.4% | -57.6% | -6.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling