+2,523.1%
MULL vs TLN
+51.0%
+2,472.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.8% | +8.1% | +7.5% |
| 7D | +17.3% | +7.1% | +10.2% | +8.9% |
| 30D | +23.5% | -3.9% | +27.4% | +29.4% |
| 3M | -24.0% | -16.2% | -7.8% | +1.3% |
| 6M | +276.7% | -5.8% | +282.6% | +348.4% |
| YTD | +565.1% | -15.4% | +580.5% | +747.0% |
| 1Y | +2,802.6% | -16.7% | +2,819.3% | +3,811.2% |
| All | +2,523.1% | +51.0% | +2,472.2% | +1,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling