+2,444.0%
MULL vs TLN
+55.1%
+2,388.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -6.2% |
| 7D | +14.0% | +10.9% | +3.1% | +1.4% |
| 30D | +24.8% | -6.3% | +31.1% | +34.8% |
| 3M | -16.1% | -10.7% | -5.4% | +3.1% |
| 6M | +330.9% | +1.6% | +329.3% | +370.0% |
| YTD | +545.0% | -13.1% | +558.1% | +694.7% |
| 1Y | +2,427.1% | -15.1% | +2,442.2% | +3,216.1% |
| All | +2,444.0% | +55.1% | +2,388.8% | +1,567.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling