+2,302.1%
MULL vs TLN
+48.9%
+2,253.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | -8.4% | -1.3% | -7.1% | -7.1% |
| 30D | +9.7% | -14.3% | +24.0% | +31.3% |
| 3M | -26.8% | -9.3% | -17.5% | -11.5% |
| 6M | +220.7% | -1.1% | +221.8% | +263.2% |
| YTD | +509.0% | -16.6% | +525.6% | +686.6% |
| 1Y | +1,739.5% | -22.0% | +1,761.5% | +2,545.5% |
| All | +2,302.1% | +48.9% | +2,253.2% | +1,550.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling