+2,581.4%
MULL vs SAN
+217.5%
+2,363.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +7.2% |
| 7D | +14.8% | -0.5% | +15.3% | +15.2% |
| 30D | +36.6% | -0.1% | +36.6% | +36.3% |
| 3M | -8.9% | +19.6% | -28.5% | -28.4% |
| 6M | +311.9% | +32.7% | +279.3% | +186.3% |
| YTD | +579.8% | +26.7% | +553.1% | +393.3% |
| 1Y | +2,421.5% | +51.6% | +2,369.9% | +1,328.2% |
| All | +2,581.4% | +217.5% | +2,363.9% | +555.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling