+475.1%
MULL vs TRGP
+89.5%
+385.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.5% | -9.2% | -15.0% |
| 7D | -35.9% | -6.5% | -29.5% | -37.2% |
| 30D | -47.3% | -0.4% | -46.9% | -46.5% |
| 3M | -30.6% | +8.8% | -39.4% | -25.6% |
| 6M | +13.7% | +11.0% | +2.7% | +24.1% |
| YTD | +272.1% | +57.4% | +214.7% | +296.5% |
| 1Y | +475.1% | +87.9% | +387.2% | +443.1% |
| All | +475.1% | +89.5% | +385.5% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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