+2,581.4%
MULL vs WWD
+93.0%
+2,488.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +6.1% |
| 7D | +14.8% | +0.6% | +14.1% | +13.9% |
| 30D | +36.6% | -5.1% | +41.7% | +46.5% |
| 3M | -8.9% | -11.2% | +2.4% | +8.2% |
| 6M | +311.9% | -12.0% | +324.0% | +399.0% |
| YTD | +579.8% | +12.0% | +567.9% | +445.7% |
| 1Y | +2,421.5% | +42.8% | +2,378.7% | +1,125.7% |
| All | +2,581.4% | +93.0% | +2,488.3% | +578.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling