+2,444.0%
MULL vs TRMB
-19.8%
+2,463.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -1.7% |
| 7D | +14.0% | -0.3% | +14.3% | +14.2% |
| 30D | +24.8% | -1.2% | +26.0% | +24.3% |
| 3M | -16.1% | +9.6% | -25.7% | -33.1% |
| 6M | +330.9% | -16.1% | +347.0% | +427.4% |
| YTD | +545.0% | -25.0% | +570.0% | +854.6% |
| 1Y | +2,427.1% | -27.7% | +2,454.8% | +4,056.3% |
| All | +2,444.0% | -19.8% | +2,463.7% | +3,297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling