+2,700.4%
MUU vs MULL
+2,481.0%
+219.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | 0.0% |
| 7D | +13.9% | +14.0% | -0.1% | 0.0% |
| 30D | +24.8% | +24.8% | 0.0% | 0.0% |
| 3M | -15.7% | -16.1% | +0.4% | -0.7% |
| 6M | +338.9% | +330.9% | +8.0% | +0.9% |
| YTD | +563.2% | +545.0% | +18.2% | +1.8% |
| 1Y | +2,577.5% | +2,427.1% | +150.4% | +5.0% |
| All | +2,700.4% | +2,481.0% | +219.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling