-9.8%
T vs MULL
+2,261.5%
-2,271.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.5% |
| 7D | -3.1% | +14.8% | -17.9% | -2.5% |
| 30D | +4.6% | +36.6% | -32.0% | +6.0% |
| 3M | +12.2% | -8.9% | +21.1% | +13.7% |
| 6M | -6.5% | +311.9% | -318.4% | +1.6% |
| YTD | +4.9% | +579.8% | -574.9% | +15.9% |
| All | -9.8% | +2,261.5% | -2,271.3% | +2.5% |
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 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