+2,802.6%
MULL vs BOXX
+4.0%
+2,798.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +13.1% |
| 7D | +17.3% | +0.1% | +17.2% | +19.4% |
| 30D | +23.5% | +0.4% | +23.1% | +39.1% |
| 3M | -24.0% | +1.0% | -25.0% | -2.1% |
| 6M | +276.7% | +2.0% | +274.8% | +227.3% |
| YTD | +565.1% | +2.6% | +562.4% | +162.8% |
| 1Y | +2,802.6% | +4.1% | +2,798.5% | +156.2% |
| All | +2,802.6% | +4.0% | +2,798.5% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling