-20.3%
OPEN vs MULL
+1,100.2%
-1,120.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.3% | -11.6% | -1.2% |
| 7D | -21.7% | -27.1% | +5.4% | -19.2% |
| 30D | -36.5% | -54.2% | +17.7% | -29.9% |
| 3M | -59.5% | -42.0% | -17.6% | -57.5% |
| 6M | -71.9% | -43.5% | -28.4% | -73.8% |
| YTD | -75.8% | +199.9% | -275.7% | -86.1% |
| 1Y | -78.5% | +292.8% | -371.3% | -88.8% |
| All | -20.3% | +1,100.2% | -1,120.5% | -71.8% |
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 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