+2,444.0%
MULL vs RY
+74.7%
+2,369.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -1.5% |
| 7D | +14.0% | +2.7% | +11.3% | +7.6% |
| 30D | +24.8% | -1.0% | +25.8% | +28.0% |
| 3M | -16.1% | +7.6% | -23.7% | -27.1% |
| 6M | +330.9% | +29.5% | +301.4% | +150.9% |
| YTD | +545.0% | +24.2% | +520.8% | +306.0% |
| 1Y | +2,427.1% | +46.4% | +2,380.7% | +1,001.9% |
| All | +2,444.0% | +74.7% | +2,369.3% | +527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling