+2,581.4%
MULL vs TXT
-9.1%
+2,590.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +4.7% |
| 7D | +14.8% | +0.8% | +14.0% | +13.3% |
| 30D | +36.6% | -10.4% | +47.0% | +60.5% |
| 3M | -8.9% | -14.3% | +5.5% | +17.0% |
| 6M | +311.9% | -15.1% | +327.0% | +430.3% |
| YTD | +579.8% | -8.3% | +588.2% | +635.3% |
| 1Y | +2,421.5% | -0.7% | +2,422.3% | +2,256.2% |
| All | +2,581.4% | -9.1% | +2,590.5% | +2,251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling