+475.1%
MULL vs TLN
-17.6%
+492.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.5% | -5.2% | -3.7% |
| 7D | -35.9% | -6.0% | -29.9% | -30.5% |
| 30D | -47.3% | -1.5% | -45.8% | -47.0% |
| 3M | -30.6% | -3.9% | -26.7% | -28.4% |
| 6M | +13.7% | -15.0% | +28.7% | +48.9% |
| YTD | +272.1% | -12.8% | +284.9% | +339.4% |
| 1Y | +475.1% | -17.3% | +492.4% | +655.1% |
| All | +475.1% | -17.6% | +492.7% | +655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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