+24.9%
T vs MULL
+2,366.2%
-2,341.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.3% | +10.9% | +1.3% |
| 7D | -2.4% | +3.6% | -6.1% | -2.3% |
| 30D | +4.3% | +22.0% | -17.7% | +5.1% |
| 3M | +11.6% | -8.6% | +20.2% | +12.7% |
| 6M | -5.6% | +248.5% | -254.1% | -0.3% |
| YTD | +6.6% | +516.3% | -509.7% | +14.1% |
| 1Y | -8.4% | +2,036.6% | -2,045.0% | +0.4% |
| All | +24.9% | +2,366.2% | -2,341.3% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling