+2,302.1%
MULL vs NYT
+24.9%
+2,277.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.1% |
| 7D | -8.4% | -0.6% | -7.8% | -8.5% |
| 30D | +9.7% | +4.6% | +5.1% | +10.9% |
| 3M | -26.8% | -9.6% | -17.2% | -27.2% |
| 6M | +220.7% | -14.0% | +234.7% | +219.9% |
| YTD | +509.0% | -2.8% | +511.9% | +477.4% |
| 1Y | +1,739.5% | +15.6% | +1,723.9% | +1,526.7% |
| All | +2,302.1% | +24.9% | +2,277.3% | +1,590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling