+2,802.6%
MULL vs TDY
+11.8%
+2,790.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.5% | +11.4% | +10.9% |
| 7D | +17.3% | -1.8% | +19.1% | +21.3% |
| 30D | +23.5% | -10.7% | +34.2% | +52.9% |
| 3M | -24.0% | -1.3% | -22.7% | -16.4% |
| 6M | +276.7% | -10.6% | +287.3% | +365.9% |
| YTD | +565.1% | +19.6% | +545.5% | +475.4% |
| 1Y | +2,802.6% | +11.6% | +2,791.0% | +2,779.8% |
| All | +2,802.6% | +11.8% | +2,790.8% | +2,779.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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