+52.3%
ROST vs MULL
+2,040.8%
-1,988.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.4% | +0.1% |
| 7D | -2.5% | +3.6% | -6.1% | -2.5% |
| 30D | -10.3% | +22.0% | -32.3% | -10.4% |
| 3M | -2.6% | -8.6% | +6.0% | -3.0% |
| 6M | +6.5% | +248.5% | -242.0% | -0.5% |
| YTD | +25.9% | +516.3% | -490.4% | +15.2% |
| 1Y | +52.3% | +2,036.6% | -1,984.3% | +35.1% |
| All | +52.3% | +2,040.8% | -1,988.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling