+475.1%
MULL vs TRMB
-31.2%
+506.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -17.3% | +3.6% | -12.2% |
| 7D | -35.9% | -15.7% | -20.2% | -34.5% |
| 30D | -47.3% | -7.8% | -39.6% | -45.7% |
| 3M | -30.6% | -9.3% | -21.3% | -28.1% |
| 6M | +13.7% | -20.8% | +34.5% | +37.5% |
| YTD | +272.1% | -30.8% | +302.9% | +444.9% |
| 1Y | +475.1% | -31.0% | +506.0% | +770.1% |
| All | +475.1% | -31.2% | +506.3% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling