+337.6%
MULL vs SAN
+13.0%
+324.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | +0.1% |
| 7D | +43.3% | +1.0% | +42.3% | +41.3% |
| 30D | -37.4% | -9.4% | -28.1% | -29.6% |
| 3M | -36.8% | -17.1% | -19.7% | -20.2% |
| 6M | -36.9% | +2.2% | -39.0% | -39.2% |
| YTD | +250.7% | +6.0% | +244.7% | +204.3% |
| 1Y | +337.6% | +12.7% | +324.9% | +243.2% |
| All | +337.6% | +13.0% | +324.6% | +243.2% |
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