+1,283.0%
MULL vs TXT
-4.0%
+1,287.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.0% |
| 7D | +43.3% | -1.1% | +44.4% | +44.6% |
| 30D | -37.4% | +13.3% | -50.7% | -48.8% |
| 3M | -36.8% | -5.1% | -31.7% | -33.9% |
| 6M | -36.9% | -7.1% | -29.7% | -30.2% |
| YTD | +250.7% | -3.2% | +253.9% | +240.0% |
| 1Y | +337.6% | +2.3% | +335.3% | +284.0% |
| All | +1,283.0% | -4.0% | +1,287.0% | +987.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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