+2,581.4%
MULL vs WPM
+163.3%
+2,418.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.5% |
| 7D | +14.8% | +3.9% | +10.9% | +10.8% |
| 30D | +36.6% | +17.7% | +18.9% | +16.0% |
| 3M | -8.9% | +39.4% | -48.3% | -32.6% |
| 6M | +311.9% | +6.4% | +305.5% | +280.2% |
| YTD | +579.8% | +34.0% | +545.9% | +447.4% |
| 1Y | +2,421.5% | +50.5% | +2,371.0% | +1,782.5% |
| All | +2,581.4% | +163.3% | +2,418.1% | +889.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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