-26.7%
TEAM vs MULL
+2,337.2%
-2,363.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -5.2% | -8.4% | +3.2% | -5.1% |
| 30D | +15.8% | +9.7% | +6.1% | +15.5% |
| 3M | +101.5% | -26.8% | +128.2% | +99.5% |
| 6M | +138.2% | +220.7% | -82.5% | +103.9% |
| YTD | +10.8% | +509.0% | -498.2% | -14.1% |
| 1Y | +1.7% | +1,739.5% | -1,737.8% | -35.5% |
| All | -26.7% | +2,337.2% | -2,363.9% | -61.6% |
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 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