+121.3%
U vs MULL
+2,620.5%
-2,499.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.1% |
| 7D | +4.4% | +14.8% | -10.4% | +2.6% |
| 30D | -1.3% | +36.6% | -37.9% | -5.4% |
| 3M | +49.6% | -8.9% | +58.5% | +41.5% |
| 6M | +100.2% | +311.9% | -211.7% | +39.7% |
| YTD | -3.7% | +579.8% | -583.5% | -42.5% |
| 1Y | -6.5% | +2,421.5% | -2,428.1% | -60.4% |
| All | +121.3% | +2,620.5% | -2,499.1% | -21.3% |
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