+18.1%
RF vs MULL
+1,303.2%
-1,285.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.3% |
| 7D | +0.4% | +43.3% | -42.9% | -1.1% |
| 30D | +5.6% | -37.4% | +43.0% | +6.7% |
| 3M | -8.9% | -36.8% | +28.0% | -8.3% |
| 6M | +7.1% | -36.9% | +43.9% | +3.1% |
| YTD | +8.3% | +250.7% | -242.3% | -12.8% |
| 1Y | +16.8% | +337.6% | -320.8% | -9.0% |
| All | +18.1% | +1,303.2% | -1,285.1% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling