+2,523.1%
MULL vs RRC
+24.7%
+2,498.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.4% |
| 7D | +17.3% | +1.3% | +16.0% | +16.1% |
| 30D | +23.5% | +10.1% | +13.4% | +14.8% |
| 3M | -24.0% | +4.0% | -28.0% | -27.9% |
| 6M | +276.7% | +1.6% | +275.2% | +244.9% |
| YTD | +565.1% | +19.7% | +545.4% | +385.8% |
| 1Y | +2,802.6% | +21.4% | +2,781.2% | +1,864.3% |
| All | +2,523.1% | +24.7% | +2,498.4% | +2,017.7% |
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