+0.7%
PL vs MULL
+248.8%
-248.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.1% | +1.3% | +8.8% |
| 7D | -6.8% | -42.7% | +35.9% | +1.5% |
| 30D | -29.3% | -63.8% | +34.5% | -17.5% |
| 3M | -44.8% | -49.0% | +4.3% | -39.6% |
| 6M | -68.4% | -38.2% | -30.2% | -67.5% |
| YTD | -36.4% | +167.0% | -203.4% | -45.1% |
| 1Y | +0.7% | +247.7% | -247.0% | -19.3% |
| All | +0.7% | +248.8% | -248.1% | -19.3% |
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