+1,330.3%
MULL vs S
-14.9%
+1,345.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.5% | +22.5% | +23.2% |
| 7D | -2.5% | +1.2% | -3.8% | -0.9% |
| 30D | -40.1% | -7.3% | -32.7% | -35.9% |
| 3M | -28.2% | +5.9% | -34.1% | -29.9% |
| 6M | -39.6% | +45.6% | -85.2% | -54.7% |
| YTD | +262.6% | +58.5% | +204.1% | +148.0% |
| 1Y | +366.2% | +37.6% | +328.6% | +257.0% |
| All | +1,330.3% | -14.9% | +1,345.2% | +1,397.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling