+2,330.7%
MULL vs TRGP
+53.8%
+2,277.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.5% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | +22.0% | +10.0% | +12.1% | +9.0% |
| 3M | -8.6% | +7.6% | -16.2% | -17.7% |
| 6M | +248.5% | +26.8% | +221.7% | +134.8% |
| YTD | +516.3% | +60.6% | +455.7% | +182.6% |
| 1Y | +2,036.6% | +82.5% | +1,954.2% | +657.4% |
| All | +2,330.7% | +53.8% | +2,277.0% | +1,234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling