+319.7%
RKLB vs MULL
+1,230.7%
-911.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -2.7% |
| 7D | +15.9% | +24.5% | -8.6% | +9.3% |
| 30D | +4.0% | -35.5% | +39.5% | +13.1% |
| 3M | -23.2% | -44.8% | +21.6% | -14.8% |
| 6M | -50.4% | -45.5% | -5.0% | -52.8% |
| YTD | -11.8% | +232.5% | -244.3% | -51.8% |
| 1Y | +36.0% | +343.3% | -307.3% | -32.3% |
| All | +319.7% | +1,230.7% | -911.0% | +24.2% |
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