+1,739.5%
MULL vs TW
-14.2%
+1,753.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -2.9% |
| 7D | -8.4% | -4.5% | -3.9% | -15.5% |
| 30D | +9.7% | -2.3% | +11.9% | +5.1% |
| 3M | -26.8% | +2.6% | -29.4% | -15.5% |
| 6M | +220.7% | -17.5% | +238.2% | +242.9% |
| YTD | +509.0% | -5.3% | +514.4% | +585.1% |
| 1Y | +1,739.5% | -14.8% | +1,754.3% | +1,818.7% |
| All | +1,739.5% | -14.2% | +1,753.7% | +1,818.7% |
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