+2,444.0%
MULL vs RRC
+24.4%
+2,419.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +14.0% | -1.2% | +15.2% | +14.8% |
| 30D | +24.8% | +9.4% | +15.4% | +16.5% |
| 3M | -16.1% | +7.4% | -23.5% | -23.6% |
| 6M | +330.9% | +1.5% | +329.4% | +294.0% |
| YTD | +545.0% | +19.4% | +525.6% | +372.0% |
| 1Y | +2,427.1% | +24.2% | +2,402.9% | +1,547.7% |
| All | +2,444.0% | +24.4% | +2,419.6% | +1,957.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling