+1,283.0%
MULL vs S
-20.2%
+1,303.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | +0.3% |
| 7D | +43.3% | +4.1% | +39.2% | +40.7% |
| 30D | -37.4% | -7.2% | -30.3% | -32.8% |
| 3M | -36.8% | 0.0% | -36.8% | -36.3% |
| 6M | -36.9% | +41.6% | -78.5% | -52.4% |
| YTD | +250.7% | +48.6% | +202.1% | +148.7% |
| 1Y | +337.6% | +30.0% | +307.6% | +244.8% |
| All | +1,283.0% | -20.2% | +1,303.2% | +1,401.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling