+2,036.6%
MULL vs WWD
+40.3%
+1,996.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.9% | -7.9% |
| 7D | +3.6% | -2.9% | +6.5% | +6.8% |
| 30D | +22.0% | -6.6% | +28.6% | +30.4% |
| 3M | -8.6% | -9.3% | +0.7% | +2.3% |
| 6M | +248.5% | -13.6% | +262.1% | +307.5% |
| YTD | +516.3% | +10.4% | +505.9% | +531.8% |
| 1Y | +2,036.6% | +39.9% | +1,996.8% | +1,815.4% |
| All | +2,036.6% | +40.3% | +1,996.3% | +1,815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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