+2,444.0%
MULL vs TXT
-9.5%
+2,453.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.9% |
| 7D | +14.0% | -0.2% | +14.2% | +14.2% |
| 30D | +24.8% | -11.1% | +35.9% | +48.2% |
| 3M | -16.1% | -13.0% | -3.1% | +5.1% |
| 6M | +330.9% | -16.2% | +347.1% | +465.0% |
| YTD | +545.0% | -8.7% | +553.7% | +602.1% |
| 1Y | +2,427.1% | -3.8% | +2,430.9% | +2,392.9% |
| All | +2,444.0% | -9.5% | +2,453.4% | +2,144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling