+2,036.6%
MULL vs S
+10.1%
+2,026.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.3% | -9.6% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +22.0% | -11.8% | +33.8% | +23.8% |
| 3M | -8.6% | +33.9% | -42.6% | -16.7% |
| 6M | +248.5% | +40.1% | +208.4% | +206.1% |
| YTD | +516.3% | +32.1% | +484.2% | +463.0% |
| 1Y | +2,036.6% | +11.0% | +2,025.6% | +2,112.3% |
| All | +2,036.6% | +10.1% | +2,026.6% | +2,112.3% |
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 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