+1,739.5%
MULL vs TXG
+453.6%
+1,285.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -3.0% |
| 7D | -8.4% | +9.5% | -17.9% | -13.0% |
| 30D | +9.7% | +18.8% | -9.1% | -0.5% |
| 3M | -26.8% | +136.1% | -162.9% | -52.5% |
| 6M | +220.7% | +235.2% | -14.5% | +82.2% |
| YTD | +509.0% | +320.5% | +188.5% | +199.9% |
| 1Y | +1,739.5% | +425.2% | +1,314.3% | +708.2% |
| All | +1,739.5% | +453.6% | +1,285.9% | +708.2% |
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