+122.4%
U vs MULL
+2,481.0%
-2,358.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.0% |
| 7D | +4.5% | +14.0% | -9.5% | +2.8% |
| 30D | -0.6% | +24.8% | -25.4% | -3.7% |
| 3M | +48.4% | -16.1% | +64.5% | +41.9% |
| 6M | +115.4% | +330.9% | -215.5% | +48.7% |
| YTD | -3.2% | +545.0% | -548.2% | -41.9% |
| 1Y | -6.0% | +2,427.1% | -2,433.2% | -60.5% |
| All | +122.4% | +2,481.0% | -2,358.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling