+2,802.6%
MULL vs WCC
+61.8%
+2,740.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.9% | +7.9% | +5.2% |
| 7D | +17.3% | +4.5% | +12.8% | +9.4% |
| 30D | +23.5% | -5.8% | +29.3% | +37.6% |
| 3M | -24.0% | -3.7% | -20.3% | -10.1% |
| 6M | +276.7% | +23.1% | +253.7% | +235.9% |
| YTD | +565.1% | +44.2% | +520.9% | +386.6% |
| 1Y | +2,802.6% | +62.1% | +2,740.5% | +1,898.9% |
| All | +2,802.6% | +61.8% | +2,740.8% | +1,898.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling