+14.6%
RCL vs MULL
+2,561.4%
-2,546.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.8% | -11.9% | -1.1% |
| 7D | -5.1% | +17.3% | -22.4% | -6.4% |
| 30D | -19.0% | +23.5% | -42.5% | -20.8% |
| 3M | -9.6% | -24.0% | +14.4% | -11.4% |
| 6M | -6.7% | +276.7% | -283.4% | -25.5% |
| YTD | -3.9% | +565.1% | -569.0% | -29.7% |
| 1Y | -25.1% | +2,802.6% | -2,827.7% | -57.6% |
| All | +14.6% | +2,561.4% | -2,546.8% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling