+58.1%
ROK vs MULL
+2,620.5%
-2,562.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.2% |
| 7D | +0.2% | +14.8% | -14.6% | -1.2% |
| 30D | -1.8% | +36.6% | -38.4% | -5.0% |
| 3M | -7.2% | -8.9% | +1.7% | -9.9% |
| 6M | +14.2% | +311.9% | -297.8% | -9.0% |
| YTD | +10.6% | +579.8% | -569.3% | -18.5% |
| 1Y | +25.9% | +2,421.5% | -2,395.6% | -23.7% |
| All | +58.1% | +2,620.5% | -2,562.4% | -15.9% |
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