+2,444.0%
MULL vs RVTY
+6.4%
+2,437.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -0.4% |
| 7D | +14.0% | +0.4% | +13.6% | +13.5% |
| 30D | +24.8% | +10.8% | +14.0% | +12.2% |
| 3M | -16.1% | +26.8% | -42.9% | -35.1% |
| 6M | +330.9% | +39.3% | +291.6% | +199.7% |
| YTD | +545.0% | +31.6% | +513.4% | +356.2% |
| 1Y | +2,427.1% | +47.7% | +2,379.4% | +1,449.6% |
| All | +2,444.0% | +6.4% | +2,437.5% | +2,016.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling