+18.6%
RF vs MULL
+1,351.1%
-1,332.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +24.0% | -24.2% | -1.1% |
| 7D | -1.3% | -2.5% | +1.2% | -1.6% |
| 30D | +4.6% | -40.1% | +44.7% | +6.0% |
| 3M | -8.4% | -28.2% | +19.8% | -8.4% |
| 6M | +8.9% | -39.6% | +48.4% | +5.2% |
| YTD | +8.8% | +262.6% | -253.8% | -12.6% |
| 1Y | +18.9% | +366.2% | -347.3% | -7.8% |
| All | +18.6% | +1,351.1% | -1,332.5% | -29.4% |
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