+2,302.1%
MULL vs WCC
+73.7%
+2,228.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -7.5% |
| 7D | -8.4% | +1.4% | -9.8% | -11.1% |
| 30D | +9.7% | -2.3% | +12.0% | +14.3% |
| 3M | -26.8% | +3.7% | -30.4% | -23.1% |
| 6M | +220.7% | +34.8% | +185.9% | +120.7% |
| YTD | +509.0% | +46.1% | +462.9% | +267.4% |
| 1Y | +1,739.5% | +62.7% | +1,676.8% | +821.4% |
| All | +2,302.1% | +73.7% | +2,228.4% | +996.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling