+2,523.1%
MULL vs TXT
-10.0%
+2,533.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.4% |
| 7D | +17.3% | -4.8% | +22.1% | +25.8% |
| 30D | +23.5% | -10.6% | +34.1% | +45.4% |
| 3M | -24.0% | -13.2% | -10.8% | -4.3% |
| 6M | +276.7% | -20.3% | +297.1% | +436.0% |
| YTD | +565.1% | -9.3% | +574.3% | +630.7% |
| 1Y | +2,802.6% | -2.7% | +2,805.3% | +2,692.5% |
| All | +2,523.1% | -10.0% | +2,533.1% | +2,236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling