+2,802.6%
MULL vs RUN
-46.2%
+2,848.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.3% | +12.1% |
| 7D | +17.3% | +1.3% | +16.1% | +16.4% |
| 30D | +23.5% | -15.3% | +38.8% | +33.9% |
| 3M | -24.0% | -40.0% | +16.0% | +0.6% |
| 6M | +276.7% | -27.0% | +303.7% | +363.6% |
| YTD | +565.1% | -51.7% | +616.8% | +746.9% |
| 1Y | +2,802.6% | -45.9% | +2,848.5% | +3,482.2% |
| All | +2,802.6% | -46.2% | +2,848.8% | +3,482.2% |
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