-10.7%
TE vs MULL
+1,230.7%
-1,241.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.1% | -1.5% |
| 7D | -19.1% | +24.5% | -43.6% | -24.9% |
| 30D | -34.1% | -35.5% | +1.4% | -27.5% |
| 3M | -60.1% | -44.8% | -15.3% | -55.0% |
| 6M | -66.0% | -45.5% | -20.5% | -64.6% |
| YTD | -71.4% | +232.5% | -303.9% | -82.5% |
| 1Y | -45.3% | +343.3% | -388.5% | -69.3% |
| All | -10.7% | +1,230.7% | -1,241.4% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling