+47.4%
TER vs MULL
+322.2%
-274.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -3.8% |
| 7D | +14.4% | +24.5% | -10.2% | +6.5% |
| 30D | -30.6% | -35.5% | +4.9% | -22.6% |
| 3M | -39.2% | -44.8% | +5.6% | -29.9% |
| 6M | -31.3% | -45.5% | +14.2% | -25.2% |
| YTD | +29.1% | +232.5% | -203.5% | -13.0% |
| 1Y | +47.4% | +343.3% | -295.8% | -8.4% |
| All | +47.4% | +322.2% | -274.7% | -8.4% |
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