+54.6%
PR vs MULL
+968.6%
-914.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.1% | -7.2% | +1.4% |
| 7D | -16.4% | -42.7% | +26.3% | -14.2% |
| 30D | -1.9% | -63.8% | +61.9% | +2.8% |
| 3M | +8.0% | -49.0% | +57.0% | +10.4% |
| 6M | +4.1% | -38.2% | +42.3% | -1.0% |
| YTD | +58.7% | +167.0% | -108.3% | +21.8% |
| 1Y | +75.8% | +247.7% | -171.9% | +27.1% |
| All | +54.6% | +968.6% | -914.0% | -25.6% |
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