+1,739.5%
MULL vs NYT
+17.8%
+1,721.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -0.8% |
| 7D | -8.4% | -0.6% | -7.8% | -8.8% |
| 30D | +9.7% | +4.6% | +5.1% | +14.4% |
| 3M | -26.8% | -9.6% | -17.2% | -26.9% |
| 6M | +220.7% | -14.0% | +234.7% | +218.4% |
| YTD | +509.0% | -2.8% | +511.9% | +506.5% |
| 1Y | +1,739.5% | +15.6% | +1,723.9% | +1,866.7% |
| All | +1,739.5% | +17.8% | +1,721.7% | +1,866.7% |
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