+38.0%
V vs MULL
+1,100.2%
-1,062.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.3% | -12.4% | -0.1% |
| 7D | -0.8% | -27.1% | +26.3% | -0.8% |
| 30D | +9.5% | -54.2% | +63.8% | +9.6% |
| 3M | +16.7% | -42.0% | +58.6% | +16.5% |
| 6M | +32.9% | -43.5% | +76.4% | +30.2% |
| YTD | +21.1% | +199.9% | -178.8% | +9.9% |
| 1Y | +26.6% | +292.8% | -266.2% | +12.8% |
| All | +38.0% | +1,100.2% | -1,062.1% | +5.2% |
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