+187.3%
W vs MULL
+1,070.1%
-882.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.3% |
| 7D | +1.1% | -32.2% | +33.3% | +6.2% |
| 30D | +6.4% | -55.4% | +61.8% | +18.8% |
| 3M | +9.0% | -41.3% | +50.2% | +13.9% |
| 6M | +69.8% | -44.9% | +114.7% | +57.9% |
| YTD | +12.1% | +192.4% | -180.3% | -35.3% |
| 1Y | 0.0% | +239.4% | -239.4% | -46.2% |
| All | +187.3% | +1,070.1% | -882.8% | -16.9% |
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