+192.1%
W vs MULL
+1,351.1%
-1,159.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +24.0% | -22.3% | -2.3% |
| 7D | -7.4% | -2.5% | -4.8% | -8.4% |
| 30D | +7.8% | -40.1% | +47.9% | +14.2% |
| 3M | +10.9% | -28.2% | +39.1% | +11.7% |
| 6M | +86.4% | -39.6% | +126.0% | +71.5% |
| YTD | +14.0% | +262.6% | -248.7% | -36.7% |
| 1Y | +3.5% | +366.2% | -362.7% | -47.9% |
| All | +192.1% | +1,351.1% | -1,159.0% | -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 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