+1,330.3%
MULL vs RRC
+54.3%
+1,276.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.7% | +23.3% |
| 7D | -2.5% | -0.5% | -2.1% | -1.4% |
| 30D | -40.1% | +25.2% | -65.3% | -46.6% |
| 3M | -28.2% | +27.8% | -56.0% | -37.7% |
| 6M | -39.6% | +27.2% | -66.8% | -49.4% |
| YTD | +262.6% | +48.2% | +214.5% | +136.0% |
| 1Y | +366.2% | +34.7% | +331.5% | +238.4% |
| All | +1,330.3% | +54.3% | +1,276.0% | +929.0% |
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 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