+475.1%
MULL vs RVTY
+74.0%
+401.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.5% | -11.3% | -12.0% |
| 7D | -35.9% | -3.6% | -32.3% | -33.9% |
| 30D | -47.3% | +1.4% | -48.7% | -47.2% |
| 3M | -30.6% | +43.2% | -73.8% | -45.6% |
| 6M | +13.7% | +84.5% | -70.8% | -23.6% |
| YTD | +272.1% | +65.2% | +206.9% | +148.2% |
| 1Y | +475.1% | +74.3% | +400.8% | +296.7% |
| All | +475.1% | +74.0% | +401.1% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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