-26.0%
OPEN vs MULL
+1,070.1%
-1,096.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.6% | -6.7% |
| 7D | -24.7% | -32.2% | +7.5% | -21.4% |
| 30D | -41.0% | -55.4% | +14.4% | -34.6% |
| 3M | -62.4% | -41.3% | -21.1% | -60.5% |
| 6M | -73.9% | -44.9% | -29.0% | -75.6% |
| YTD | -77.5% | +192.4% | -269.9% | -87.1% |
| 1Y | -83.6% | +239.4% | -323.0% | -91.1% |
| All | -26.0% | +1,070.1% | -1,096.0% | -73.7% |
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