+49.3%
ROK vs MULL
+1,230.7%
-1,181.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +0.1% |
| 7D | +7.1% | +24.5% | -17.5% | +4.4% |
| 30D | -5.0% | -35.5% | +30.6% | -2.0% |
| 3M | -9.4% | -44.8% | +35.4% | -6.0% |
| 6M | -11.0% | -45.5% | +34.5% | -12.4% |
| YTD | +4.4% | +232.5% | -228.1% | -19.0% |
| 1Y | +7.4% | +343.3% | -335.8% | -20.5% |
| All | +49.3% | +1,230.7% | -1,181.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling