+206.8%
NET vs MULL
+2,561.4%
-2,354.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.8% | -13.8% | -3.1% |
| 7D | -7.0% | +17.3% | -24.3% | -8.5% |
| 30D | -4.8% | +23.5% | -28.3% | -7.1% |
| 3M | +3.8% | -24.0% | +27.8% | +1.1% |
| 6M | +50.0% | +276.7% | -226.7% | +12.1% |
| YTD | +41.5% | +565.1% | -523.6% | -6.9% |
| 1Y | +32.8% | +2,802.6% | -2,769.8% | -37.1% |
| All | +206.8% | +2,561.4% | -2,354.5% | +28.3% |
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