+2,444.0%
MULL vs TSN
-10.6%
+2,454.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -2.4% |
| 7D | +14.0% | -5.0% | +19.0% | +12.0% |
| 30D | +24.8% | -9.1% | +33.9% | +20.4% |
| 3M | -16.1% | -7.4% | -8.7% | -17.1% |
| 6M | +330.9% | -13.4% | +344.3% | +329.9% |
| YTD | +545.0% | -8.5% | +553.5% | +549.8% |
| 1Y | +2,427.1% | -3.2% | +2,430.3% | +2,444.2% |
| All | +2,444.0% | -10.6% | +2,454.6% | +2,612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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