+58.7%
PR vs MULL
+1,351.1%
-1,292.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +24.0% | -21.3% | +1.4% |
| 7D | -0.5% | -2.5% | +2.1% | -0.9% |
| 30D | -4.6% | -40.1% | +35.5% | -2.9% |
| 3M | +4.7% | -28.2% | +32.9% | +4.9% |
| 6M | +12.4% | -39.6% | +52.0% | +8.6% |
| YTD | +62.9% | +262.6% | -199.8% | +22.7% |
| 1Y | +70.6% | +366.2% | -295.6% | +21.7% |
| All | +58.7% | +1,351.1% | -1,292.5% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling