+2,302.1%
MULL vs WY
-24.3%
+2,326.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -8.4% | -4.2% | -4.3% | -5.8% |
| 30D | +9.7% | -10.1% | +19.8% | +17.4% |
| 3M | -26.8% | -8.5% | -18.3% | -24.4% |
| 6M | +220.7% | -3.3% | +224.0% | +206.6% |
| YTD | +509.0% | -4.4% | +513.4% | +464.5% |
| 1Y | +1,739.5% | -11.5% | +1,751.0% | +1,806.9% |
| All | +2,302.1% | -24.3% | +2,326.5% | +3,110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling