+2,581.4%
MULL vs USFR
+7.8%
+2,573.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +14.8% | +0.1% | +14.7% | +16.3% |
| 30D | +36.6% | +0.3% | +36.3% | +45.9% |
| 3M | -8.9% | +1.0% | -9.9% | +14.4% |
| 6M | +311.9% | +1.9% | +310.0% | +435.1% |
| YTD | +579.8% | +2.7% | +577.2% | +772.3% |
| 1Y | +2,421.5% | +4.0% | +2,417.6% | +3,598.3% |
| All | +2,581.4% | +7.8% | +2,573.6% | +8,421.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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