+2,523.1%
MULL vs WING
-68.1%
+2,591.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.0% |
| 7D | +17.3% | -3.9% | +21.2% | +18.3% |
| 30D | +23.5% | -11.6% | +35.1% | +26.1% |
| 3M | -24.0% | -24.2% | +0.2% | -19.2% |
| 6M | +276.7% | -54.1% | +330.8% | +360.4% |
| YTD | +565.1% | -53.9% | +619.0% | +693.3% |
| 1Y | +2,802.6% | -64.4% | +2,866.9% | +3,680.3% |
| All | +2,523.1% | -68.1% | +2,591.2% | +2,995.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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