+2,302.1%
MULL vs TRGP
+52.9%
+2,249.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -8.4% | +0.1% | -8.5% | -8.6% |
| 30D | +9.7% | +8.0% | +1.7% | -0.4% |
| 3M | -26.8% | +8.3% | -35.0% | -34.3% |
| 6M | +220.7% | +23.9% | +196.8% | +122.7% |
| YTD | +509.0% | +59.6% | +449.4% | +180.8% |
| 1Y | +1,739.5% | +79.4% | +1,660.1% | +568.0% |
| All | +2,302.1% | +52.9% | +2,249.2% | +1,226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling