+92.9%
P vs MULL
+968.6%
-875.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.1% | -5.6% | +1.5% |
| 7D | -23.8% | -42.7% | +18.9% | -14.3% |
| 30D | -36.6% | -63.8% | +27.1% | -21.8% |
| 3M | +10.9% | -49.0% | +59.9% | +25.4% |
| 6M | +30.0% | -38.2% | +68.2% | +24.5% |
| YTD | +44.4% | +167.0% | -122.6% | -11.6% |
| 1Y | +3.9% | +247.7% | -243.8% | -42.4% |
| All | +92.9% | +968.6% | -875.6% | -34.5% |
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