+128.6%
TER vs MULL
+1,100.2%
-971.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +12.3% | +0.4% | +9.2% |
| 7D | -5.8% | -27.1% | +21.3% | +2.0% |
| 30D | -38.9% | -54.2% | +15.3% | -25.1% |
| 3M | -35.1% | -42.0% | +6.8% | -26.3% |
| 6M | -31.6% | -43.5% | +11.9% | -27.0% |
| YTD | +27.2% | +199.9% | -172.7% | -17.1% |
| 1Y | +35.2% | +292.8% | -257.6% | -19.8% |
| All | +128.6% | +1,100.2% | -971.6% | -16.4% |
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 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