+2,330.7%
MULL vs TW
-20.2%
+2,351.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.7% |
| 7D | +3.6% | -2.7% | +6.3% | +1.6% |
| 30D | +22.0% | -1.7% | +23.8% | +20.6% |
| 3M | -8.6% | +1.6% | -10.2% | -4.0% |
| 6M | +248.5% | -17.7% | +266.2% | +281.7% |
| YTD | +516.3% | -4.3% | +520.6% | +534.6% |
| 1Y | +2,036.6% | -13.1% | +2,049.7% | +2,208.9% |
| All | +2,330.7% | -20.2% | +2,351.0% | +2,920.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling