+167.7%
TPR vs MULL
+968.6%
-800.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.1% | -10.1% | -1.5% |
| 7D | +14.2% | -42.7% | +56.9% | +17.1% |
| 30D | +17.1% | -63.8% | +80.8% | +23.4% |
| 3M | -17.7% | -49.0% | +31.3% | -16.2% |
| 6M | -10.2% | -38.2% | +28.0% | -17.3% |
| YTD | +4.9% | +167.0% | -162.1% | -22.9% |
| 1Y | +36.1% | +247.7% | -211.6% | -5.2% |
| All | +167.7% | +968.6% | -800.9% | +36.7% |
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