+56.5%
PM vs MULL
+2,561.4%
-2,504.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.8% | -13.8% | -1.7% |
| 7D | -4.9% | +17.3% | -22.2% | -4.5% |
| 30D | -3.4% | +23.5% | -26.9% | -2.8% |
| 3M | +5.2% | -24.0% | +29.2% | +5.9% |
| 6M | +3.7% | +276.7% | -273.0% | +5.5% |
| YTD | +15.8% | +565.1% | -549.3% | +18.4% |
| 1Y | +17.4% | +2,802.6% | -2,785.2% | +19.8% |
| All | +56.5% | +2,561.4% | -2,504.9% | +56.1% |
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