+15.1%
TEAM vs MULL
+444.9%
-429.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.8% | +13.1% | -1.4% |
| 7D | -13.7% | -35.9% | +22.2% | -15.8% |
| 30D | -3.4% | -47.3% | +43.9% | -6.9% |
| 3M | +72.1% | -30.6% | +102.7% | +70.1% |
| 6M | +103.8% | +13.7% | +90.1% | +103.6% |
| YTD | +17.1% | +272.1% | -255.0% | +18.3% |
| 1Y | +15.1% | +475.1% | -460.0% | +14.3% |
| All | +15.1% | +444.9% | -429.8% | +14.3% |
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