+2,802.6%
MULL vs WTW
+3.0%
+2,799.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.1% | +13.9% | +9.0% |
| 7D | +17.3% | -2.6% | +19.9% | +13.5% |
| 30D | +23.5% | -1.0% | +24.5% | +23.3% |
| 3M | -24.0% | +29.9% | -53.9% | +20.5% |
| 6M | +276.7% | +10.7% | +266.0% | +465.8% |
| YTD | +565.1% | +2.6% | +562.5% | +906.1% |
| 1Y | +2,802.6% | +2.8% | +2,799.8% | +4,255.1% |
| All | +2,802.6% | +3.0% | +2,799.6% | +4,255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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