-27.5%
TEAM vs MULL
+2,620.5%
-2,648.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.7% |
| 7D | -4.7% | +14.8% | -19.4% | -4.8% |
| 30D | +17.0% | +36.6% | -19.5% | +16.4% |
| 3M | +85.9% | -8.9% | +94.8% | +82.2% |
| 6M | +116.7% | +311.9% | -195.3% | +82.8% |
| YTD | +9.6% | +579.8% | -570.2% | -15.1% |
| 1Y | -2.5% | +2,421.5% | -2,424.1% | -40.6% |
| All | -27.5% | +2,620.5% | -2,648.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling