+475.1%
MULL vs WY
+0.3%
+474.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.6% | -19.4% | -9.4% |
| 7D | -35.9% | +13.3% | -49.3% | -29.0% |
| 30D | -47.3% | +17.6% | -65.0% | -40.3% |
| 3M | -30.6% | -15.0% | -15.6% | -32.2% |
| 6M | +13.7% | -5.9% | +19.6% | +18.8% |
| YTD | +272.1% | -5.7% | +277.9% | +281.2% |
| 1Y | +475.1% | -0.2% | +475.3% | +450.7% |
| All | +475.1% | +0.3% | +474.7% | +450.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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