-4.2%
TLT vs MULL
+2,529.3%
-2,533.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.6% |
| 7D | -0.3% | +14.8% | -15.0% | -0.3% |
| 30D | 0.0% | +36.6% | -36.6% | -0.2% |
| 3M | -2.9% | -8.9% | +6.0% | -3.0% |
| 6M | -6.3% | +311.9% | -318.2% | -5.8% |
| YTD | -3.3% | +579.8% | -583.2% | -2.6% |
| 1Y | -4.2% | +2,421.5% | -2,425.8% | -3.1% |
| All | -4.2% | +2,529.3% | -2,533.5% | -3.1% |
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