+39.4%
QQQ vs MULL
+2,366.2%
-2,326.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.3% | +8.3% | -0.1% |
| 7D | -1.3% | +3.6% | -4.9% | -1.7% |
| 30D | -1.4% | +22.0% | -23.4% | -3.9% |
| 3M | +2.3% | -8.6% | +10.9% | -1.3% |
| 6M | +16.9% | +248.5% | -231.6% | -7.0% |
| YTD | +15.6% | +516.3% | -500.7% | -16.2% |
| 1Y | +22.6% | +2,036.6% | -2,014.0% | -27.6% |
| All | +39.4% | +2,366.2% | -2,326.7% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling