+2,444.0%
MULL vs TENB
-18.4%
+2,462.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | +14.0% | -5.0% | +19.0% | +15.8% |
| 30D | +24.8% | -7.4% | +32.2% | +26.5% |
| 3M | -16.1% | +22.3% | -38.4% | -26.5% |
| 6M | +330.9% | +60.2% | +270.7% | +232.8% |
| YTD | +545.0% | +43.2% | +501.8% | +430.1% |
| 1Y | +2,427.1% | +8.2% | +2,419.0% | +2,691.9% |
| All | +2,444.0% | -18.4% | +2,462.4% | +2,893.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling