+12.7%
TMO vs MULL
+2,620.5%
-2,607.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.2% |
| 7D | -0.5% | +14.8% | -15.2% | -1.1% |
| 30D | +1.0% | +36.6% | -35.6% | -0.5% |
| 3M | +22.7% | -8.9% | +31.6% | +20.5% |
| 6M | +19.0% | +311.9% | -292.9% | +2.1% |
| YTD | +4.7% | +579.8% | -575.1% | -15.4% |
| 1Y | +26.0% | +2,421.5% | -2,395.5% | -12.8% |
| All | +12.7% | +2,620.5% | -2,607.8% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling