+1.1%
ON vs MULL
+2,620.5%
-2,619.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.3% |
| 7D | -1.9% | +14.8% | -16.7% | -5.0% |
| 30D | -11.0% | +36.6% | -47.6% | -17.7% |
| 3M | -39.3% | -8.9% | -30.4% | -41.6% |
| 6M | +19.8% | +311.9% | -292.1% | -21.0% |
| YTD | +31.1% | +579.8% | -548.8% | -25.2% |
| 1Y | +46.0% | +2,421.5% | -2,375.6% | -42.1% |
| All | +1.1% | +2,620.5% | -2,619.4% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling