+251.2%
UMC vs MULL
+2,620.5%
-2,369.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.4% | +3.2% |
| 7D | +13.6% | +14.8% | -1.2% | +11.3% |
| 30D | +20.8% | +36.6% | -15.8% | +14.6% |
| 3M | +16.1% | -8.9% | +25.0% | +13.3% |
| 6M | +137.3% | +311.9% | -174.6% | +92.5% |
| YTD | +193.8% | +579.8% | -386.1% | +123.5% |
| 1Y | +236.1% | +2,421.5% | -2,185.5% | +119.5% |
| All | +251.2% | +2,620.5% | -2,369.3% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling