+1,739.5%
MULL vs RUN
-47.1%
+1,786.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -8.4% | -3.7% | -4.7% | -6.8% |
| 30D | +9.7% | -13.0% | +22.7% | +17.8% |
| 3M | -26.8% | -31.8% | +5.0% | -10.5% |
| 6M | +220.7% | -32.2% | +252.9% | +306.5% |
| YTD | +509.0% | -53.5% | +562.5% | +686.1% |
| 1Y | +1,739.5% | -46.5% | +1,786.1% | +2,276.7% |
| All | +1,739.5% | -47.1% | +1,786.6% | +2,276.7% |
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