+2,444.0%
MULL vs TRU
-25.8%
+2,469.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -1.9% |
| 7D | +14.0% | -7.2% | +21.2% | +16.8% |
| 30D | +24.8% | -2.8% | +27.6% | +25.3% |
| 3M | -16.1% | +13.0% | -29.1% | -28.2% |
| 6M | +330.9% | +0.7% | +330.2% | +290.0% |
| YTD | +545.0% | -9.0% | +554.0% | +514.6% |
| 1Y | +2,427.1% | -16.3% | +2,443.4% | +2,554.6% |
| All | +2,444.0% | -25.8% | +2,469.8% | +2,826.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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