+475.1%
MULL vs NYT
+16.5%
+458.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.9% | -12.8% | -14.5% |
| 7D | -35.9% | -3.9% | -32.0% | -38.0% |
| 30D | -47.3% | +4.3% | -51.6% | -45.2% |
| 3M | -30.6% | -11.7% | -18.8% | -36.5% |
| 6M | +13.7% | -14.4% | +28.1% | +15.4% |
| YTD | +272.1% | -3.0% | +275.2% | +257.4% |
| 1Y | +475.1% | +16.5% | +458.5% | +468.5% |
| All | +475.1% | +16.5% | +458.5% | +468.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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