+1,283.0%
MULL vs SAN
+165.6%
+1,117.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | +0.4% |
| 7D | +43.3% | +1.0% | +42.3% | +41.1% |
| 30D | -37.4% | -9.4% | -28.1% | -30.2% |
| 3M | -36.8% | -17.1% | -19.7% | -21.1% |
| 6M | -36.9% | +2.2% | -39.0% | -39.5% |
| YTD | +250.7% | +6.0% | +244.7% | +214.6% |
| 1Y | +337.6% | +12.7% | +324.9% | +260.5% |
| All | +1,283.0% | +165.6% | +1,117.4% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling