+2,302.1%
MULL vs TXG
+337.7%
+1,964.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -3.3% |
| 7D | -8.4% | +9.5% | -17.9% | -13.7% |
| 30D | +9.7% | +18.8% | -9.1% | -2.2% |
| 3M | -26.8% | +136.1% | -162.9% | -57.1% |
| 6M | +220.7% | +235.2% | -14.5% | +49.3% |
| YTD | +509.0% | +320.5% | +188.5% | +135.4% |
| 1Y | +1,739.5% | +425.2% | +1,314.3% | +489.0% |
| All | +2,302.1% | +337.7% | +1,964.4% | +544.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling