+2,330.7%
MULL vs WTW
+1.8%
+2,329.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -8.9% |
| 7D | +3.6% | -7.8% | +11.4% | -2.1% |
| 30D | +22.0% | -7.9% | +29.9% | +15.9% |
| 3M | -8.6% | +19.9% | -28.6% | +10.7% |
| 6M | +248.5% | +9.8% | +238.7% | +328.7% |
| YTD | +516.3% | -3.3% | +519.6% | +671.7% |
| 1Y | +2,036.6% | -3.3% | +2,039.9% | +2,551.6% |
| All | +2,330.7% | +1.8% | +2,329.0% | +3,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling