+45.8%
TRV vs MULL
+2,481.0%
-2,435.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | +0.5% | +14.0% | -13.5% | +0.7% |
| 30D | -4.9% | +24.8% | -29.7% | -4.5% |
| 3M | +23.7% | -16.1% | +39.8% | +24.2% |
| 6M | +20.3% | +330.9% | -310.6% | +20.3% |
| YTD | +27.1% | +545.0% | -517.9% | +26.3% |
| 1Y | +35.3% | +2,427.1% | -2,391.8% | +30.1% |
| All | +45.8% | +2,481.0% | -2,435.3% | +32.9% |
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 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