+2,330.7%
MULL vs TECH
-2.4%
+2,333.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.2% |
| 7D | +3.6% | -0.5% | +4.1% | +4.0% |
| 30D | +22.0% | 0.0% | +22.0% | +22.0% |
| 3M | -8.6% | +37.4% | -46.1% | -27.5% |
| 6M | +248.5% | +36.9% | +211.7% | +157.9% |
| YTD | +516.3% | +23.1% | +493.2% | +383.5% |
| 1Y | +2,036.6% | +42.2% | +1,994.4% | +1,301.1% |
| All | +2,330.7% | -2.4% | +2,333.2% | +2,156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling