+2,802.6%
MULL vs NYT
+15.2%
+2,787.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +12.1% |
| 7D | +17.3% | -1.3% | +18.6% | +16.1% |
| 30D | +23.5% | +2.7% | +20.8% | +26.7% |
| 3M | -24.0% | -10.3% | -13.7% | -24.2% |
| 6M | +276.7% | -16.6% | +293.3% | +281.9% |
| YTD | +565.1% | -2.3% | +567.3% | +564.9% |
| 1Y | +2,802.6% | +15.0% | +2,787.6% | +2,922.5% |
| All | +2,802.6% | +15.2% | +2,787.4% | +2,922.5% |
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