+63.7%
ROST vs MULL
+2,620.5%
-2,556.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.9% |
| 7D | -2.2% | +14.8% | -17.0% | -2.5% |
| 30D | -11.4% | +36.6% | -48.0% | -12.2% |
| 3M | -1.6% | -8.9% | +7.3% | -2.7% |
| 6M | +6.8% | +311.9% | -305.1% | -3.8% |
| YTD | +25.8% | +579.8% | -554.0% | +9.5% |
| 1Y | +52.4% | +2,421.5% | -2,369.1% | +21.3% |
| All | +63.7% | +2,620.5% | -2,556.8% | +22.5% |
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