-1.4%
TLT vs MULL
+3,061.6%
-3,063.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.8% | -11.6% | +0.1% |
| 7D | -0.4% | +17.3% | -17.7% | -0.5% |
| 30D | -0.6% | +23.5% | -24.1% | -0.7% |
| 3M | -2.7% | -24.0% | +21.3% | -2.9% |
| 6M | -5.6% | +276.7% | -282.4% | -5.4% |
| YTD | -2.8% | +565.1% | -567.8% | -2.3% |
| 1Y | -1.4% | +2,802.6% | -2,804.0% | -1.9% |
| All | -1.4% | +3,061.6% | -3,063.0% | -1.9% |
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