+27.7%
USB vs MULL
+879.3%
-851.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -34.2% | +32.1% | -0.9% |
| 7D | -1.5% | -53.1% | +51.6% | +0.9% |
| 30D | +4.3% | -64.1% | +68.4% | +7.7% |
| 3M | -6.1% | -54.6% | +48.5% | -4.3% |
| 6M | +9.4% | -38.7% | +48.1% | +4.0% |
| YTD | +15.2% | +144.7% | -129.6% | -5.1% |
| 1Y | +32.8% | +220.3% | -187.5% | +5.4% |
| All | +27.7% | +879.3% | -851.6% | -20.4% |
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