+504.3%
MUU vs MULL
+444.9%
+59.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -13.8% | -0.2% | -0.3% |
| 7D | -35.9% | -35.9% | +0.1% | -0.2% |
| 30D | -47.1% | -47.3% | +0.2% | 0.0% |
| 3M | -29.8% | -30.6% | +0.7% | +0.8% |
| 6M | +16.0% | +13.7% | +2.3% | +1.1% |
| YTD | +286.1% | +272.1% | +14.0% | +3.2% |
| 1Y | +504.3% | +475.1% | +29.3% | +5.0% |
| All | +504.3% | +444.9% | +59.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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