+2,444.0%
MULL vs URA
+71.0%
+2,372.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -7.2% |
| 7D | +14.0% | +8.1% | +5.9% | +2.4% |
| 30D | +24.8% | +5.8% | +19.0% | +14.3% |
| 3M | -16.1% | +3.4% | -19.5% | -15.2% |
| 6M | +330.9% | -2.6% | +333.5% | +386.8% |
| YTD | +545.0% | +11.2% | +533.8% | +539.8% |
| 1Y | +2,427.1% | +19.8% | +2,407.3% | +2,063.3% |
| All | +2,444.0% | +71.0% | +2,372.9% | +978.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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