+34.2%
USB vs MULL
+2,561.4%
-2,527.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.8% | -12.1% | -0.7% |
| 7D | +1.4% | +17.3% | -15.9% | +0.7% |
| 30D | -1.3% | +23.5% | -24.8% | -2.4% |
| 3M | +15.2% | -24.0% | +39.2% | +13.7% |
| 6M | +18.8% | +276.7% | -257.9% | +1.6% |
| YTD | +21.0% | +565.1% | -544.1% | -3.2% |
| 1Y | +34.0% | +2,802.6% | -2,768.6% | -11.1% |
| All | +34.2% | +2,561.4% | -2,527.1% | -18.8% |
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