+2,444.0%
MULL vs TXG
+318.6%
+2,125.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -6.0% |
| 7D | +14.0% | +9.4% | +4.6% | +7.4% |
| 30D | +24.8% | +26.1% | -1.3% | +5.7% |
| 3M | -16.1% | +124.8% | -140.9% | -49.4% |
| 6M | +330.9% | +215.2% | +115.7% | +108.4% |
| YTD | +545.0% | +302.2% | +242.8% | +156.4% |
| 1Y | +2,427.1% | +370.9% | +2,056.2% | +767.9% |
| All | +2,444.0% | +318.6% | +2,125.3% | +601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling