+1,211.6%
MULL vs RUN
-13.0%
+1,224.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.5% |
| 7D | +24.5% | -13.5% | +38.1% | +29.5% |
| 30D | -35.5% | +18.3% | -53.8% | -40.7% |
| 3M | -44.8% | -12.5% | -32.3% | -44.4% |
| 6M | -45.5% | -40.3% | -5.1% | -37.6% |
| YTD | +232.5% | -53.1% | +285.6% | +285.7% |
| 1Y | +343.3% | -54.3% | +397.5% | +418.6% |
| All | +1,211.6% | -13.0% | +1,224.6% | +930.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling