+2,581.4%
MULL vs RRC
+23.9%
+2,557.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | +14.8% | -1.7% | +16.5% | +16.0% |
| 30D | +36.6% | +3.6% | +33.0% | +32.6% |
| 3M | -8.9% | +8.8% | -17.7% | -18.1% |
| 6M | +311.9% | +0.8% | +311.1% | +278.8% |
| YTD | +579.8% | +19.0% | +560.9% | +398.5% |
| 1Y | +2,421.5% | +22.9% | +2,398.6% | +1,565.4% |
| All | +2,581.4% | +23.9% | +2,557.5% | +2,073.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling