+27.1%
USB vs MULL
+968.6%
-941.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.6% | -0.8% |
| 7D | 0.0% | -42.7% | +42.7% | +1.7% |
| 30D | +5.8% | -63.8% | +69.6% | +9.3% |
| 3M | -6.0% | -49.0% | +43.1% | -4.6% |
| 6M | +7.8% | -38.2% | +45.9% | +2.7% |
| YTD | +14.6% | +167.0% | -152.4% | -5.9% |
| 1Y | +31.8% | +247.7% | -215.9% | +4.3% |
| All | +27.1% | +968.6% | -941.5% | -21.0% |
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