+79.5%
WELL vs MULL
+2,561.4%
-2,481.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.8% | -13.9% | -2.1% |
| 7D | -0.8% | +17.3% | -18.1% | -0.8% |
| 30D | -0.1% | +23.5% | -23.6% | -0.1% |
| 3M | +18.0% | -24.0% | +42.0% | +17.9% |
| 6M | +15.0% | +276.7% | -261.7% | +10.6% |
| YTD | +28.6% | +565.1% | -536.5% | +22.0% |
| 1Y | +42.9% | +2,802.6% | -2,759.7% | +30.1% |
| All | +79.5% | +2,561.4% | -2,481.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling