-8.1%
T vs MULL
-46.2%
+38.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -0.2% |
| 7D | +2.5% | +24.5% | -22.0% | +3.7% |
| 30D | -3.8% | -35.5% | +31.7% | -5.1% |
| 3M | -8.7% | -44.8% | +36.1% | -10.3% |
| 6M | -8.1% | -45.5% | +37.3% | -9.6% |
| All | -8.1% | -46.2% | +38.0% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling