+161.9%
U vs MULL
+1,070.1%
-908.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.9% |
| 7D | +24.4% | -32.2% | +56.6% | +27.5% |
| 30D | +7.4% | -55.4% | +62.8% | +15.0% |
| 3M | +16.8% | -41.3% | +58.1% | +19.8% |
| 6M | +78.8% | -44.9% | +123.7% | +66.8% |
| YTD | +14.0% | +192.4% | -178.4% | -27.2% |
| 1Y | +16.7% | +239.4% | -222.7% | -29.6% |
| All | +161.9% | +1,070.1% | -908.1% | -0.2% |
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