-6.2%
TLT vs MULL
+338.1%
-344.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +24.0% | -24.0% | 0.0% |
| 7D | -1.0% | -2.5% | +1.5% | -1.1% |
| 30D | +3.7% | -40.1% | +43.8% | +3.8% |
| 3M | -0.8% | -28.2% | +27.4% | -0.8% |
| 6M | -3.6% | -39.6% | +36.0% | -3.9% |
| YTD | -3.9% | +262.6% | -266.6% | -4.6% |
| 1Y | -6.2% | +366.2% | -372.4% | -7.0% |
| All | -6.2% | +338.1% | -344.4% | -7.0% |
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