+2,444.0%
MULL vs WCN
-11.1%
+2,455.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -4.5% |
| 7D | +14.0% | -0.4% | +14.4% | +13.4% |
| 30D | +24.8% | -2.1% | +26.9% | +21.5% |
| 3M | -16.1% | +6.4% | -22.5% | -6.3% |
| 6M | +330.9% | -3.7% | +334.6% | +383.5% |
| YTD | +545.0% | -6.4% | +551.4% | +627.3% |
| 1Y | +2,427.1% | -7.9% | +2,435.1% | +2,808.2% |
| All | +2,444.0% | -11.1% | +2,455.1% | +3,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling