+27.2%
P vs MULL
+2,469.6%
-2,442.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.2% |
| 7D | +7.8% | +14.0% | -6.1% | +5.2% |
| 30D | +12.3% | +24.8% | -12.5% | +7.3% |
| 3M | +37.1% | -16.1% | +53.2% | +32.3% |
| 6M | +66.1% | +330.9% | -264.8% | +13.4% |
| YTD | +50.9% | +545.0% | -494.1% | -8.2% |
| 1Y | +27.2% | +2,427.1% | -2,399.9% | -40.0% |
| All | +27.2% | +2,469.6% | -2,442.4% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling