+1,211.6%
MULL vs RVTY
+29.3%
+1,182.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -3.4% |
| 7D | +24.5% | -0.5% | +25.0% | +25.5% |
| 30D | -35.5% | +1.5% | -37.1% | -33.8% |
| 3M | -44.8% | +31.5% | -76.2% | -57.3% |
| 6M | -45.5% | +62.7% | -108.1% | -66.5% |
| YTD | +232.5% | +60.0% | +172.6% | +97.2% |
| 1Y | +343.3% | +65.7% | +277.5% | +148.9% |
| All | +1,211.6% | +29.3% | +1,182.2% | +814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling