+442.6%
PL vs MULL
+1,070.1%
-627.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | +5.6% | -32.2% | +37.9% | +13.6% |
| 30D | -16.9% | -55.4% | +38.4% | -3.1% |
| 3M | -38.2% | -41.3% | +3.0% | -33.1% |
| 6M | -63.4% | -44.9% | -18.5% | -63.6% |
| YTD | -27.6% | +192.4% | -220.0% | -55.3% |
| 1Y | +6.6% | +239.4% | -232.9% | -38.7% |
| All | +442.6% | +1,070.1% | -627.5% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling