+2,802.6%
MULL vs TW
-15.9%
+2,818.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.8% | +11.0% | +13.2% |
| 7D | +17.3% | -2.3% | +19.6% | +12.6% |
| 30D | +23.5% | +3.9% | +19.6% | +32.1% |
| 3M | -24.0% | +5.7% | -29.7% | -4.9% |
| 6M | +276.7% | -14.5% | +291.3% | +332.2% |
| YTD | +565.1% | -0.9% | +565.9% | +712.9% |
| 1Y | +2,802.6% | -13.5% | +2,816.1% | +2,616.6% |
| All | +2,802.6% | -15.9% | +2,818.5% | +2,616.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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