+29.3%
V vs MULL
+444.9%
-415.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.6% | +3.4% |
| 7D | +9.0% | -35.9% | +44.9% | +7.8% |
| 30D | +18.1% | -47.3% | +65.4% | +16.4% |
| 3M | +18.3% | -30.6% | +48.9% | +17.6% |
| 6M | +34.1% | +13.7% | +20.4% | +32.0% |
| YTD | +25.2% | +272.1% | -246.9% | +22.0% |
| 1Y | +29.3% | +475.1% | -445.8% | +25.3% |
| All | +29.3% | +444.9% | -415.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling