+425.1%
PL vs MULL
+1,230.7%
-805.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | +0.5% |
| 7D | +10.0% | +24.5% | -14.5% | +4.4% |
| 30D | -2.3% | -35.5% | +33.2% | +4.8% |
| 3M | -44.2% | -44.8% | +0.6% | -39.2% |
| 6M | -66.1% | -45.5% | -20.6% | -66.4% |
| YTD | -30.0% | +232.5% | -262.5% | -58.2% |
| 1Y | +21.0% | +343.3% | -322.2% | -35.5% |
| All | +425.1% | +1,230.7% | -805.6% | +62.2% |
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