+69.5%
OPEN vs MULL
+2,620.5%
-2,551.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -3.1% |
| 7D | -2.9% | +14.8% | -17.7% | -5.1% |
| 30D | -13.8% | +36.6% | -50.4% | -18.4% |
| 3M | -30.9% | -8.9% | -22.0% | -35.5% |
| 6M | -40.9% | +311.9% | -352.9% | -63.6% |
| YTD | -48.5% | +579.8% | -628.4% | -73.3% |
| 1Y | -50.9% | +2,421.5% | -2,472.4% | -82.5% |
| All | +69.5% | +2,620.5% | -2,551.0% | -45.8% |
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