+2,444.0%
MULL vs TW
-19.8%
+2,463.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -5.0% |
| 7D | +14.0% | -3.5% | +17.5% | +11.3% |
| 30D | +24.8% | +0.5% | +24.3% | +25.3% |
| 3M | -16.1% | +4.9% | -21.0% | -11.4% |
| 6M | +330.9% | -17.1% | +348.0% | +373.3% |
| YTD | +545.0% | -3.9% | +548.9% | +566.7% |
| 1Y | +2,427.1% | -13.3% | +2,440.4% | +2,653.3% |
| All | +2,444.0% | -19.8% | +2,463.8% | +3,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling