+220.3%
MULL vs WETO
-99.3%
+319.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -3.5% | -30.7% | -34.2% |
| 7D | -53.1% | +4.4% | -57.5% | -53.1% |
| 30D | -64.1% | -17.8% | -46.3% | -64.0% |
| 3M | -54.6% | -83.1% | +28.5% | -54.8% |
| 6M | -38.7% | -98.3% | +59.6% | -22.1% |
| YTD | +144.7% | -99.0% | +243.8% | +284.1% |
| 1Y | +220.3% | -99.3% | +319.6% | +426.3% |
| All | +220.3% | -99.3% | +319.6% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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