+1,739.5%
MULL vs WCC
+66.3%
+1,673.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -7.2% |
| 7D | -8.4% | +1.4% | -9.8% | -11.0% |
| 30D | +9.7% | -2.3% | +12.0% | +14.4% |
| 3M | -26.8% | +3.7% | -30.4% | -23.4% |
| 6M | +220.7% | +34.8% | +185.9% | +147.8% |
| YTD | +509.0% | +46.1% | +462.9% | +334.8% |
| 1Y | +1,739.5% | +62.7% | +1,676.8% | +1,149.6% |
| All | +1,739.5% | +66.3% | +1,673.2% | +1,149.6% |
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