-69.7%
RAM vs MULL
-59.8%
-9.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -13.8% | +3.4% | +2.6% |
| 7D | -31.3% | -35.9% | +4.6% | +4.0% |
| 30D | -49.4% | -47.3% | -2.0% | -7.5% |
| 3M | -41.4% | -30.6% | -10.8% | -16.2% |
| All | -69.7% | -59.8% | -9.9% | -32.7% |
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 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 · Available span rolling