+475.1%
MULL vs WCN
+16.1%
+459.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.8% | -16.5% | -7.0% |
| 7D | -35.9% | +6.7% | -42.6% | -23.3% |
| 30D | -47.3% | +24.3% | -71.6% | -6.3% |
| 3M | -30.6% | +16.1% | -46.7% | +3.4% |
| 6M | +13.7% | +19.9% | -6.2% | +120.4% |
| YTD | +272.1% | +10.1% | +262.0% | +570.7% |
| 1Y | +475.1% | +14.4% | +460.6% | +1,093.1% |
| All | +475.1% | +16.1% | +459.0% | +1,093.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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