-9.0%
RMD vs MULL
+2,481.0%
-2,490.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -3.2% |
| 7D | -4.5% | +14.0% | -18.4% | -4.6% |
| 30D | +4.6% | +24.8% | -20.2% | +4.3% |
| 3M | +14.8% | -16.1% | +30.9% | +14.1% |
| 6M | -12.1% | +330.9% | -343.0% | -20.2% |
| YTD | -7.5% | +545.0% | -552.5% | -19.2% |
| 1Y | -20.1% | +2,427.1% | -2,447.2% | -38.1% |
| All | -9.0% | +2,481.0% | -2,490.1% | -35.1% |
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 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