+98.4%
P vs MULL
+2,561.4%
-2,462.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.8% | -10.4% | -1.1% |
| 7D | +6.5% | +17.3% | -10.8% | +2.7% |
| 30D | +18.8% | +23.5% | -4.7% | +12.6% |
| 3M | +26.7% | -24.0% | +50.7% | +22.6% |
| 6M | +62.2% | +276.7% | -214.6% | +0.1% |
| YTD | +48.5% | +565.1% | -516.6% | -24.2% |
| 1Y | +26.4% | +2,802.6% | -2,776.2% | -60.3% |
| All | +98.4% | +2,561.4% | -2,462.9% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling