+105.1%
P vs MULL
+1,100.2%
-995.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.3% | -6.0% | +3.5% |
| 7D | -9.6% | -27.1% | +17.5% | -3.7% |
| 30D | -33.4% | -54.2% | +20.8% | -21.9% |
| 3M | +14.2% | -42.0% | +56.2% | +25.3% |
| 6M | +31.6% | -43.5% | +75.1% | +29.8% |
| YTD | +53.5% | +199.9% | -146.5% | -8.5% |
| 1Y | +14.2% | +292.8% | -278.7% | -38.5% |
| All | +105.1% | +1,100.2% | -995.1% | -32.3% |
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