+475.1%
MULL vs TKO
+5.6%
+469.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.1% | -11.9% |
| 7D | -35.9% | +11.3% | -47.2% | -31.9% |
| 30D | -47.3% | +9.3% | -56.6% | -44.5% |
| 3M | -30.6% | +5.3% | -35.9% | -27.8% |
| 6M | +13.7% | +4.9% | +8.8% | +20.2% |
| YTD | +272.1% | -6.3% | +278.4% | +307.6% |
| 1Y | +475.1% | +4.9% | +470.2% | +445.1% |
| All | +475.1% | +5.6% | +469.4% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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