+475.1%
MULL vs RUN
-53.7%
+528.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.0% | -14.4% |
| 7D | -35.9% | +18.5% | -54.4% | -41.6% |
| 30D | -47.3% | +15.5% | -62.8% | -51.8% |
| 3M | -30.6% | -20.3% | -10.3% | -23.3% |
| 6M | +13.7% | -30.8% | +44.5% | +40.2% |
| YTD | +272.1% | -52.2% | +324.3% | +359.6% |
| 1Y | +475.1% | -53.9% | +528.9% | +610.1% |
| All | +475.1% | -53.7% | +528.8% | +610.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling