+2,302.1%
MULL vs RUN
-13.7%
+2,315.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -8.4% | -3.7% | -4.7% | -7.5% |
| 30D | +9.7% | -13.0% | +22.7% | +14.4% |
| 3M | -26.8% | -31.8% | +5.0% | -17.6% |
| 6M | +220.7% | -32.2% | +252.9% | +268.6% |
| YTD | +509.0% | -53.5% | +562.5% | +631.0% |
| 1Y | +1,739.5% | -46.5% | +1,786.1% | +2,049.6% |
| All | +2,302.1% | -13.7% | +2,315.8% | +1,852.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling