-6.0%
RMD vs MULL
+2,561.4%
-2,567.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.8% | -12.2% | -0.5% |
| 7D | -5.0% | +17.3% | -22.3% | -5.1% |
| 30D | +2.2% | +23.5% | -21.3% | +2.0% |
| 3M | +17.8% | -24.0% | +41.8% | +17.4% |
| 6M | -11.3% | +276.7% | -288.1% | -19.0% |
| YTD | -4.4% | +565.1% | -569.5% | -16.5% |
| 1Y | -15.7% | +2,802.6% | -2,818.3% | -35.4% |
| All | -6.0% | +2,561.4% | -2,567.4% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling