-0.4%
PL vs MULL
+444.9%
-445.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.8% | +7.4% | -4.0% |
| 7D | -11.7% | -35.9% | +24.2% | -5.2% |
| 30D | -27.1% | -47.3% | +20.2% | -19.6% |
| 3M | -44.6% | -30.6% | -14.0% | -42.1% |
| 6M | -67.2% | +13.7% | -80.9% | -68.6% |
| YTD | -35.9% | +272.1% | -308.0% | -48.0% |
| 1Y | -0.4% | +475.1% | -475.5% | -27.9% |
| All | -0.4% | +444.9% | -445.3% | -27.9% |
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 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