+475.1%
MULL vs TDY
+22.9%
+452.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.8% | -9.0% | -4.1% |
| 7D | -35.9% | -5.0% | -30.9% | -28.3% |
| 30D | -47.3% | +2.0% | -49.3% | -48.9% |
| 3M | -30.6% | -7.7% | -22.9% | -17.4% |
| 6M | +13.7% | -0.9% | +14.6% | +22.7% |
| YTD | +272.1% | +23.7% | +248.4% | +173.7% |
| 1Y | +475.1% | +23.6% | +451.4% | +331.5% |
| All | +475.1% | +22.9% | +452.2% | +331.5% |
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