+2,330.7%
MULL vs WCN
-13.1%
+2,343.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -10.9% |
| 7D | +3.6% | -4.4% | +8.0% | -2.7% |
| 30D | +22.0% | -4.4% | +26.5% | +14.8% |
| 3M | -8.6% | +0.5% | -9.1% | -3.8% |
| 6M | +248.5% | -3.3% | +251.8% | +278.8% |
| YTD | +516.3% | -8.5% | +524.8% | +572.5% |
| 1Y | +2,036.6% | -8.9% | +2,045.6% | +2,261.3% |
| All | +2,330.7% | -13.1% | +2,343.9% | +2,851.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling