+2,581.4%
MULL vs WCC
+73.3%
+2,508.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +7.7% |
| 7D | +14.8% | +6.8% | +8.0% | +2.0% |
| 30D | +36.6% | -3.0% | +39.6% | +44.2% |
| 3M | -8.9% | +0.2% | -9.1% | +2.0% |
| 6M | +311.9% | +33.2% | +278.8% | +189.1% |
| YTD | +579.8% | +45.8% | +534.0% | +312.1% |
| 1Y | +2,421.5% | +68.4% | +2,353.2% | +1,093.1% |
| All | +2,581.4% | +73.3% | +2,508.1% | +1,129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling