+1,739.5%
MULL vs SAN
+51.4%
+1,688.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -4.8% |
| 7D | -8.4% | +0.2% | -8.6% | -8.9% |
| 30D | +9.7% | +0.9% | +8.7% | +7.5% |
| 3M | -26.8% | +19.1% | -45.9% | -43.7% |
| 6M | +220.7% | +33.2% | +187.5% | +121.2% |
| YTD | +509.0% | +29.1% | +479.9% | +312.9% |
| 1Y | +1,739.5% | +50.2% | +1,689.3% | +846.7% |
| All | +1,739.5% | +51.4% | +1,688.1% | +846.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling