-28.1%
TEAM vs MULL
+2,481.0%
-2,509.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.9% |
| 7D | -5.7% | +14.0% | -19.7% | -5.8% |
| 30D | +18.3% | +24.8% | -6.5% | +17.9% |
| 3M | +80.2% | -16.1% | +96.3% | +77.1% |
| 6M | +111.0% | +330.9% | -219.9% | +76.4% |
| YTD | +8.8% | +545.0% | -536.2% | -15.7% |
| 1Y | +2.2% | +2,427.1% | -2,425.0% | -38.3% |
| All | -28.1% | +2,481.0% | -2,509.1% | -62.3% |
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 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