+2,444.0%
MULL vs TRGP
+55.0%
+2,388.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -4.4% |
| 7D | +14.0% | -0.6% | +14.6% | +14.4% |
| 30D | +24.8% | +14.6% | +10.2% | +6.6% |
| 3M | -16.1% | +11.9% | -28.0% | -27.9% |
| 6M | +330.9% | +25.3% | +305.6% | +196.3% |
| YTD | +545.0% | +61.9% | +483.1% | +193.7% |
| 1Y | +2,427.1% | +87.3% | +2,339.9% | +761.5% |
| All | +2,444.0% | +55.0% | +2,388.9% | +1,287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling