+2,802.6%
MULL vs S
+10.1%
+2,792.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.4% | +11.4% | +11.8% |
| 7D | +17.3% | -7.7% | +25.0% | +18.6% |
| 30D | +23.5% | -5.3% | +28.8% | +23.9% |
| 3M | -24.0% | +20.3% | -44.3% | -27.4% |
| 6M | +276.7% | +47.4% | +229.4% | +223.8% |
| YTD | +565.1% | +32.5% | +532.5% | +506.0% |
| 1Y | +2,802.6% | +9.5% | +2,793.1% | +2,926.5% |
| All | +2,802.6% | +10.1% | +2,792.5% | +2,926.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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