+2,444.0%
MULL vs WY
-22.2%
+2,466.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.1% |
| 7D | +14.0% | -2.1% | +16.0% | +15.5% |
| 30D | +24.8% | -10.5% | +35.3% | +33.7% |
| 3M | -16.1% | -4.9% | -11.2% | -15.8% |
| 6M | +330.9% | -4.9% | +335.8% | +323.0% |
| YTD | +545.0% | -1.7% | +546.7% | +486.4% |
| 1Y | +2,427.1% | -9.4% | +2,436.5% | +2,486.7% |
| All | +2,444.0% | -22.2% | +2,466.1% | +3,235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling