+24.5%
RF vs MULL
+2,481.0%
-2,456.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.0% |
| 7D | +2.7% | +14.0% | -11.3% | +2.1% |
| 30D | -3.4% | +24.8% | -28.2% | -4.5% |
| 3M | +6.4% | -16.1% | +22.5% | +4.6% |
| 6M | +13.4% | +330.9% | -317.5% | -4.8% |
| YTD | +14.2% | +545.0% | -530.8% | -9.4% |
| 1Y | +15.7% | +2,427.1% | -2,411.4% | -23.8% |
| All | +24.5% | +2,481.0% | -2,456.5% | -26.9% |
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 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