+1,330.3%
MULL vs WWD
+93.5%
+1,236.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.7% | +22.1% |
| 7D | -2.5% | +3.7% | -6.3% | -3.5% |
| 30D | -40.1% | +1.8% | -41.9% | -39.2% |
| 3M | -28.2% | -5.0% | -23.2% | -19.8% |
| 6M | -39.6% | -8.4% | -31.2% | -28.3% |
| YTD | +262.6% | +12.3% | +250.4% | +202.6% |
| 1Y | +366.2% | +26.2% | +339.9% | +204.5% |
| All | +1,330.3% | +93.5% | +1,236.7% | +276.2% |
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