-25.1%
RCL vs MULL
+3,061.6%
-3,086.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.8% | -11.9% | -0.6% |
| 7D | -5.1% | +17.3% | -22.4% | -5.8% |
| 30D | -19.0% | +23.5% | -42.5% | -19.9% |
| 3M | -9.6% | -24.0% | +14.4% | -10.4% |
| 6M | -6.7% | +276.7% | -283.4% | -15.5% |
| YTD | -3.9% | +565.1% | -569.0% | -14.7% |
| 1Y | -25.1% | +2,802.6% | -2,827.7% | -29.8% |
| All | -25.1% | +3,061.6% | -3,086.7% | -29.8% |
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