+2,302.1%
MULL vs WU
-22.0%
+2,324.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -8.4% | -3.5% | -4.9% | -6.8% |
| 30D | +9.7% | -2.9% | +12.6% | +11.1% |
| 3M | -26.8% | -2.3% | -24.5% | -30.4% |
| 6M | +220.7% | -25.4% | +246.1% | +268.9% |
| YTD | +509.0% | -21.2% | +530.2% | +556.8% |
| 1Y | +1,739.5% | -8.9% | +1,748.4% | +1,560.0% |
| All | +2,302.1% | -22.0% | +2,324.1% | +2,555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling