+2,444.0%
MULL vs RUN
-7.1%
+2,451.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.2% |
| 7D | +14.0% | +10.2% | +3.8% | +10.5% |
| 30D | +24.8% | -9.6% | +34.4% | +28.6% |
| 3M | -16.1% | -31.5% | +15.4% | -5.6% |
| 6M | +330.9% | -18.7% | +349.6% | +373.1% |
| YTD | +545.0% | -49.9% | +594.9% | +657.1% |
| 1Y | +2,427.1% | -45.5% | +2,472.6% | +2,816.6% |
| All | +2,444.0% | -7.1% | +2,451.0% | +1,922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling