+2,581.4%
MULL vs RRX
-7.1%
+2,588.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +8.9% |
| 7D | +14.8% | -0.7% | +15.5% | +15.6% |
| 30D | +36.6% | -8.0% | +44.5% | +52.7% |
| 3M | -8.9% | -25.1% | +16.2% | +45.0% |
| 6M | +311.9% | -18.3% | +330.2% | +515.1% |
| YTD | +579.8% | +14.2% | +565.7% | +539.2% |
| 1Y | +2,421.5% | +13.0% | +2,408.5% | +2,332.7% |
| All | +2,581.4% | -7.1% | +2,588.5% | +2,517.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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