+96.9%
PSX vs MULL
+444.9%
-347.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.8% | +9.2% | -4.7% |
| 7D | -5.2% | -35.9% | +30.7% | -5.8% |
| 30D | -3.7% | -47.3% | +43.6% | -4.6% |
| 3M | +26.8% | -30.6% | +57.3% | +26.3% |
| 6M | +47.3% | +13.7% | +33.6% | +50.3% |
| YTD | +105.4% | +272.1% | -166.7% | +111.5% |
| 1Y | +96.9% | +475.1% | -378.1% | +99.9% |
| All | +96.9% | +444.9% | -347.9% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling