+11.1%
RDW vs MULL
+444.9%
-433.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.8% | +8.8% | -1.3% |
| 7D | -14.3% | -35.9% | +21.6% | -4.1% |
| 30D | -26.0% | -47.3% | +21.4% | -13.5% |
| 3M | -27.4% | -30.6% | +3.2% | -22.8% |
| 6M | -10.6% | +13.7% | -24.3% | -31.3% |
| YTD | +1.6% | +272.1% | -270.5% | -49.8% |
| 1Y | +11.1% | +475.1% | -464.0% | -50.9% |
| All | +11.1% | +444.9% | -433.8% | -50.9% |
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 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