+1,211.6%
MULL vs RRC
+54.2%
+1,157.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.6% |
| 7D | +24.5% | +6.4% | +18.1% | +20.3% |
| 30D | -35.5% | +23.9% | -59.4% | -42.2% |
| 3M | -44.8% | +30.2% | -75.0% | -52.6% |
| 6M | -45.5% | +26.3% | -71.7% | -54.0% |
| YTD | +232.5% | +48.1% | +184.5% | +116.5% |
| 1Y | +343.3% | +37.7% | +305.6% | +211.3% |
| All | +1,211.6% | +54.2% | +1,157.3% | +843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling