+2,302.1%
MULL vs TRI
-39.2%
+2,341.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | 0.0% |
| 7D | -8.4% | -7.9% | -0.5% | -13.5% |
| 30D | +9.7% | -4.5% | +14.2% | +7.5% |
| 3M | -26.8% | +22.1% | -48.9% | -11.7% |
| 6M | +220.7% | -2.8% | +223.5% | +288.4% |
| YTD | +509.0% | -23.4% | +532.5% | +691.9% |
| 1Y | +1,739.5% | -41.5% | +1,781.0% | +2,630.8% |
| All | +2,302.1% | -39.2% | +2,341.3% | +2,480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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