+18.4%
U vs MULL
+444.9%
-426.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -13.8% | +18.7% | +5.7% |
| 7D | +7.5% | -35.9% | +43.4% | +10.4% |
| 30D | -7.0% | -47.3% | +40.3% | -3.7% |
| 3M | +20.6% | -30.6% | +51.1% | +22.2% |
| 6M | +53.2% | +13.7% | +39.5% | +37.7% |
| YTD | -3.9% | +272.1% | -276.0% | -31.2% |
| 1Y | +18.4% | +475.1% | -456.7% | -29.7% |
| All | +18.4% | +444.9% | -426.5% | -29.7% |
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 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