+161.1%
U vs MULL
+1,303.2%
-1,142.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | +2.8% | +43.3% | -40.5% | -1.1% |
| 30D | +7.6% | -37.4% | +45.1% | +11.0% |
| 3M | +12.7% | -36.8% | +49.5% | +14.8% |
| 6M | +87.0% | -36.9% | +123.8% | +72.6% |
| YTD | +13.6% | +250.7% | -237.0% | -28.9% |
| 1Y | +25.3% | +337.6% | -312.3% | -27.1% |
| All | +161.1% | +1,303.2% | -1,142.1% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling