+2,802.6%
MULL vs TXG
+372.5%
+2,430.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.3% |
| 7D | +17.3% | +1.8% | +15.5% | +16.2% |
| 30D | +23.5% | +32.0% | -8.5% | +3.6% |
| 3M | -24.0% | +87.0% | -111.0% | -44.4% |
| 6M | +276.7% | +180.1% | +96.7% | +136.3% |
| YTD | +565.1% | +284.1% | +280.9% | +249.0% |
| 1Y | +2,802.6% | +361.7% | +2,440.9% | +1,295.8% |
| All | +2,802.6% | +372.5% | +2,430.1% | +1,295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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