+58.4%
PM vs MULL
+2,481.0%
-2,422.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.1% |
| 7D | -1.3% | +14.0% | -15.3% | -0.9% |
| 30D | -2.6% | +24.8% | -27.4% | -1.9% |
| 3M | +5.8% | -16.1% | +21.9% | +6.5% |
| 6M | +10.6% | +330.9% | -320.3% | +12.4% |
| YTD | +17.2% | +545.0% | -527.8% | +19.8% |
| 1Y | +17.6% | +2,427.1% | -2,409.5% | +20.1% |
| All | +58.4% | +2,481.0% | -2,422.7% | +57.9% |
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