+53.0%
PR vs MULL
+1,100.2%
-1,047.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.3% | -13.4% | -1.7% |
| 7D | -12.4% | -27.1% | +14.7% | -11.2% |
| 30D | -6.6% | -54.2% | +47.7% | -3.3% |
| 3M | +7.5% | -42.0% | +49.5% | +9.1% |
| 6M | +10.8% | -43.5% | +54.3% | +7.0% |
| YTD | +57.0% | +199.9% | -142.9% | +19.7% |
| 1Y | +67.9% | +292.8% | -224.9% | +20.5% |
| All | +53.0% | +1,100.2% | -1,047.2% | -26.9% |
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 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