+5.6%
RDW vs MULL
+2,337.2%
-2,331.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +0.9% | -8.4% | +9.3% | +2.9% |
| 30D | -21.3% | +9.7% | -31.0% | -24.4% |
| 3M | -37.9% | -26.8% | -11.1% | -39.7% |
| 6M | +12.3% | +220.7% | -208.4% | -36.0% |
| YTD | +39.7% | +509.0% | -469.3% | -36.4% |
| 1Y | +25.7% | +1,739.5% | -1,713.8% | -61.3% |
| All | +5.6% | +2,337.2% | -2,331.6% | -76.3% |
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