-39.6%
MULL vs WWD
-8.4%
-31.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.7% | +22.0% |
| 7D | -2.5% | +3.7% | -6.3% | -3.8% |
| 30D | -40.1% | +1.8% | -41.9% | -38.6% |
| 3M | -28.2% | -5.0% | -23.2% | -20.0% |
| 6M | -39.6% | -8.4% | -31.2% | -30.1% |
| All | -39.6% | -8.4% | -31.2% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling