+73.4%
OPEN vs MULL
+2,481.0%
-2,407.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.1% |
| 7D | +1.0% | +14.0% | -13.0% | -1.2% |
| 30D | -11.9% | +24.8% | -36.7% | -15.4% |
| 3M | -28.8% | -16.1% | -12.7% | -32.6% |
| 6M | -38.6% | +330.9% | -369.5% | -62.7% |
| YTD | -47.3% | +545.0% | -592.3% | -72.4% |
| 1Y | -49.2% | +2,427.1% | -2,476.3% | -82.0% |
| All | +73.4% | +2,481.0% | -2,407.6% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling