+115.3%
P vs MULL
+1,230.7%
-1,115.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.7% |
| 7D | +11.6% | +24.5% | -12.9% | +5.6% |
| 30D | -23.7% | -35.5% | +11.8% | -17.2% |
| 3M | -8.0% | -44.8% | +36.8% | +1.5% |
| 6M | +27.9% | -45.5% | +73.4% | +26.6% |
| YTD | +61.2% | +232.5% | -171.4% | -6.7% |
| 1Y | +28.6% | +343.3% | -314.6% | -33.0% |
| All | +115.3% | +1,230.7% | -1,115.3% | -30.9% |
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