+475.1%
MULL vs TENB
+64.9%
+410.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.4% | -13.8% |
| 7D | -35.9% | -2.8% | -33.1% | -35.7% |
| 30D | -47.3% | +22.9% | -70.3% | -47.3% |
| 3M | -30.6% | +31.7% | -62.3% | -29.7% |
| 6M | +13.7% | +127.3% | -113.6% | +15.5% |
| YTD | +272.1% | +101.2% | +170.9% | +294.0% |
| 1Y | +475.1% | +68.7% | +406.4% | +596.4% |
| All | +475.1% | +64.9% | +410.1% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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