+2,302.1%
MULL vs BOXX
+7.9%
+2,294.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -0.7% |
| 7D | -8.4% | +0.1% | -8.5% | -7.9% |
| 30D | +9.7% | +0.3% | +9.4% | +13.7% |
| 3M | -26.8% | +1.0% | -27.8% | -21.0% |
| 6M | +220.7% | +1.9% | +218.8% | +187.1% |
| YTD | +509.0% | +2.7% | +506.4% | +305.7% |
| 1Y | +1,739.5% | +4.0% | +1,735.5% | +759.7% |
| All | +2,302.1% | +7.9% | +2,294.3% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling