+2,523.1%
MULL vs WPM
+160.3%
+2,362.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.1% | +12.9% | +12.7% |
| 7D | +17.3% | +1.1% | +16.2% | +16.0% |
| 30D | +23.5% | +26.4% | -2.9% | -2.6% |
| 3M | -24.0% | +20.8% | -44.8% | -35.8% |
| 6M | +276.7% | +1.1% | +275.6% | +259.7% |
| YTD | +565.1% | +32.5% | +532.6% | +440.7% |
| 1Y | +2,802.6% | +51.5% | +2,751.1% | +2,069.4% |
| All | +2,523.1% | +160.3% | +2,362.8% | +877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling