-0.1%
ON vs MULL
+2,366.2%
-2,366.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.3% | +8.2% | +0.9% |
| 7D | -4.7% | +3.6% | -8.3% | -5.7% |
| 30D | -13.5% | +22.0% | -35.5% | -18.1% |
| 3M | -36.3% | -8.6% | -27.7% | -38.7% |
| 6M | +17.8% | +248.5% | -230.8% | -19.5% |
| YTD | +29.6% | +516.3% | -486.7% | -24.5% |
| 1Y | +45.8% | +2,036.6% | -1,990.8% | -39.9% |
| All | -0.1% | +2,366.2% | -2,366.2% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling