+589.0%
PL vs MULL
+2,561.4%
-1,972.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.1% | -3.7% |
| 7D | -9.3% | +17.3% | -26.6% | -12.4% |
| 30D | -18.9% | +23.5% | -42.4% | -23.1% |
| 3M | -58.4% | -24.0% | -34.4% | -59.3% |
| 6M | -30.3% | +276.7% | -307.1% | -55.0% |
| YTD | -8.1% | +565.1% | -573.2% | -51.0% |
| 1Y | +180.5% | +2,802.6% | -2,622.1% | -10.4% |
| All | +589.0% | +2,561.4% | -1,972.4% | +89.9% |
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