+2,302.1%
MULL vs TENB
-27.1%
+2,329.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +0.8% |
| 7D | -8.4% | -12.1% | +3.7% | -4.3% |
| 30D | +9.7% | -18.6% | +28.3% | +16.4% |
| 3M | -26.8% | +12.1% | -38.8% | -34.2% |
| 6M | +220.7% | +46.8% | +173.9% | +153.2% |
| YTD | +509.0% | +28.0% | +481.1% | +420.2% |
| 1Y | +1,739.5% | -1.4% | +1,740.9% | +1,971.2% |
| All | +2,302.1% | -27.1% | +2,329.3% | +2,837.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling