+6.2%
PLD vs MULL
+337.5%
-331.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.2% |
| 7D | 0.0% | +43.3% | -43.3% | +0.2% |
| 30D | -3.7% | -37.4% | +33.7% | -4.0% |
| 3M | -7.9% | -36.8% | +28.9% | -8.1% |
| 6M | -9.2% | -36.9% | +27.6% | -9.8% |
| YTD | +3.1% | +250.7% | -247.6% | +1.3% |
| 1Y | +6.2% | +337.6% | -331.4% | +4.3% |
| All | +6.2% | +337.5% | -331.3% | +4.3% |
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