+2,581.4%
MULL vs S
-30.4%
+2,611.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.4% |
| 7D | +14.8% | -1.2% | +16.0% | +15.6% |
| 30D | +36.6% | -12.6% | +49.1% | +44.5% |
| 3M | -8.9% | +27.6% | -36.4% | -27.4% |
| 6M | +311.9% | +35.5% | +276.5% | +202.6% |
| YTD | +579.8% | +29.6% | +550.2% | +406.8% |
| 1Y | +2,421.5% | +8.1% | +2,413.4% | +2,084.8% |
| All | +2,581.4% | -30.4% | +2,611.8% | +2,959.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling