-8.6%
MULL vs WTW
+20.1%
-28.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -8.1% |
| 7D | +3.6% | -7.8% | +11.4% | -14.6% |
| 30D | +22.0% | -7.9% | +29.9% | +1.3% |
| 3M | -8.6% | +19.9% | -28.6% | +225.9% |
| All | -8.6% | +20.1% | -28.7% | +225.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling