+12.2%
RCL vs MULL
+2,620.5%
-2,608.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.2% |
| 7D | -2.2% | +14.8% | -17.0% | -3.4% |
| 30D | -15.7% | +36.6% | -52.2% | -18.2% |
| 3M | -8.0% | -8.9% | +0.9% | -10.9% |
| 6M | -10.1% | +311.9% | -322.1% | -28.8% |
| YTD | -5.9% | +579.8% | -585.7% | -31.3% |
| 1Y | -23.5% | +2,421.5% | -2,445.0% | -55.5% |
| All | +12.2% | +2,620.5% | -2,608.2% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling