+329.4%
RKLB vs MULL
+2,337.2%
-2,007.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -2.0% | -8.4% | +6.4% | -0.2% |
| 30D | -22.4% | +9.7% | -32.1% | -25.0% |
| 3M | -45.2% | -26.8% | -18.4% | -46.5% |
| 6M | -12.5% | +220.7% | -233.2% | -46.9% |
| YTD | -9.8% | +509.0% | -518.8% | -56.1% |
| 1Y | +30.0% | +1,739.5% | -1,709.5% | -54.7% |
| All | +329.4% | +2,337.2% | -2,007.8% | +13.1% |
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