+2,523.1%
MULL vs USFR
+7.7%
+2,515.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +12.3% |
| 7D | +17.3% | +0.1% | +17.2% | +18.8% |
| 30D | +23.5% | +0.3% | +23.2% | +33.3% |
| 3M | -24.0% | +1.0% | -25.0% | -5.1% |
| 6M | +276.7% | +1.9% | +274.8% | +385.6% |
| YTD | +565.1% | +2.6% | +562.5% | +745.8% |
| 1Y | +2,802.6% | +4.0% | +2,798.6% | +4,132.0% |
| All | +2,523.1% | +7.7% | +2,515.4% | +8,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling