+303.0%
MULL vs TD
+31.1%
+271.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.2% | +14.3% |
| 7D | +17.3% | +0.3% | +17.0% | +16.1% |
| 30D | +23.5% | +0.4% | +23.1% | +23.1% |
| 3M | -24.0% | +7.6% | -31.6% | -30.8% |
| All | +303.0% | +31.1% | +271.9% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 6mo: compounded portfolio wealth divided by compounded TD 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…
6mo analysis · Full analysis span regression · 6 months rolling