+67.0%
PM vs MULL
+1,100.2%
-1,033.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.3% | -14.7% | -2.1% |
| 7D | -7.3% | -27.1% | +19.8% | -7.8% |
| 30D | -4.0% | -54.2% | +50.2% | -5.7% |
| 3M | +2.7% | -42.0% | +44.7% | +1.8% |
| 6M | +14.9% | -43.5% | +58.3% | +14.3% |
| YTD | +23.5% | +199.9% | -176.4% | +24.3% |
| 1Y | +30.4% | +292.8% | -262.5% | +31.6% |
| All | +67.0% | +1,100.2% | -1,033.2% | +63.9% |
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 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