+155.2%
W vs MULL
+2,481.0%
-2,325.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.1% |
| 7D | +6.5% | +14.0% | -7.5% | +4.0% |
| 30D | -6.2% | +24.8% | -31.0% | -10.7% |
| 3M | +48.9% | -16.1% | +65.0% | +40.8% |
| 6M | +31.2% | +330.9% | -299.7% | -21.2% |
| YTD | -0.4% | +545.0% | -545.4% | -47.9% |
| 1Y | +14.8% | +2,427.1% | -2,412.3% | -63.0% |
| All | +155.2% | +2,481.0% | -2,325.8% | -33.1% |
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