+14.5%
NET vs MULL
+444.9%
-430.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.8% | +11.2% | -1.8% |
| 7D | -16.4% | -35.9% | +19.6% | -14.5% |
| 30D | -25.8% | -47.3% | +21.5% | -23.8% |
| 3M | -11.5% | -30.6% | +19.0% | -10.3% |
| 6M | +18.9% | +13.7% | +5.2% | +14.4% |
| YTD | +35.2% | +272.1% | -236.9% | +13.3% |
| 1Y | +14.5% | +475.1% | -460.6% | -10.2% |
| All | +14.5% | +444.9% | -430.4% | -10.2% |
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