+1,739.5%
MULL vs WU
-9.1%
+1,748.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -8.4% | -3.5% | -4.9% | -8.1% |
| 30D | +9.7% | -2.9% | +12.6% | +9.9% |
| 3M | -26.8% | -2.3% | -24.5% | -29.3% |
| 6M | +220.7% | -25.4% | +246.1% | +226.3% |
| YTD | +509.0% | -21.2% | +530.2% | +509.9% |
| 1Y | +1,739.5% | -8.9% | +1,748.4% | +1,498.0% |
| All | +1,739.5% | -9.1% | +1,748.6% | +1,498.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling