+2,523.1%
MULL vs RY
+76.0%
+2,447.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +13.2% |
| 7D | +17.3% | +3.1% | +14.2% | +9.9% |
| 30D | +23.5% | -0.3% | +23.8% | +24.9% |
| 3M | -24.0% | +8.7% | -32.6% | -34.9% |
| 6M | +276.7% | +28.5% | +248.2% | +123.3% |
| YTD | +565.1% | +25.1% | +540.0% | +312.1% |
| 1Y | +2,802.6% | +46.3% | +2,756.3% | +1,167.2% |
| All | +2,523.1% | +76.0% | +2,447.1% | +536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling