+2,302.1%
MULL vs WCN
-13.0%
+2,315.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -0.9% |
| 7D | -8.4% | -3.1% | -5.3% | -12.5% |
| 30D | +9.7% | -3.4% | +13.1% | +4.7% |
| 3M | -26.8% | +3.0% | -29.7% | -21.5% |
| 6M | +220.7% | -3.8% | +224.5% | +249.4% |
| YTD | +509.0% | -8.3% | +517.4% | +566.3% |
| 1Y | +1,739.5% | -9.7% | +1,749.3% | +1,952.1% |
| All | +2,302.1% | -13.0% | +2,315.1% | +2,824.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling