+1,739.5%
MULL vs TKO
-1.0%
+1,740.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.0% |
| 7D | -8.4% | +2.3% | -10.7% | -7.5% |
| 30D | +9.7% | -2.5% | +12.2% | +8.7% |
| 3M | -26.8% | -10.6% | -16.2% | -27.4% |
| 6M | +220.7% | -5.1% | +225.8% | +227.9% |
| YTD | +509.0% | -8.2% | +517.3% | +543.0% |
| 1Y | +1,739.5% | -4.4% | +1,744.0% | +1,815.5% |
| All | +1,739.5% | -1.0% | +1,740.5% | +1,815.5% |
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