-38.8%
TEAM vs MULL
+1,230.7%
-1,269.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -1.4% |
| 7D | -2.4% | +24.5% | -26.9% | -2.8% |
| 30D | -26.7% | -35.5% | +8.8% | -26.3% |
| 3M | -9.6% | -44.8% | +35.2% | -9.1% |
| 6M | +86.0% | -45.5% | +131.5% | +79.6% |
| YTD | -7.5% | +232.5% | -240.0% | -27.8% |
| 1Y | -1.4% | +343.3% | -344.6% | -27.0% |
| All | -38.8% | +1,230.7% | -1,269.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling