+2,581.4%
MULL vs TRI
-39.4%
+2,620.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +4.1% |
| 7D | +14.8% | -8.4% | +23.2% | +8.6% |
| 30D | +36.6% | -6.5% | +43.0% | +32.3% |
| 3M | -8.9% | +18.6% | -27.5% | +9.0% |
| 6M | +311.9% | -10.4% | +322.4% | +400.7% |
| YTD | +579.8% | -23.7% | +603.5% | +782.3% |
| 1Y | +2,421.5% | -42.5% | +2,464.0% | +3,663.3% |
| All | +2,581.4% | -39.4% | +2,620.8% | +2,775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling