+30.8%
RCL vs MULL
+251.4%
-220.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +8.5% | -32.2% | +40.8% | +9.7% |
| 30D | +20.4% | -55.4% | +75.8% | +23.6% |
| 3M | +11.0% | -41.3% | +52.3% | +11.8% |
| 6M | +24.9% | -44.9% | +69.8% | +21.8% |
| YTD | +23.9% | +192.4% | -168.5% | +7.5% |
| 1Y | +30.8% | +239.4% | -208.6% | +12.8% |
| All | +30.8% | +251.4% | -220.6% | +12.8% |
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