+276.7%
MULL vs SAN
+31.9%
+244.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.6% | +13.3% |
| 7D | +17.3% | +1.8% | +15.5% | +13.1% |
| 30D | +23.5% | +2.0% | +21.5% | +18.6% |
| 3M | -24.0% | +19.7% | -43.7% | -44.0% |
| 6M | +276.7% | +30.6% | +246.1% | +144.0% |
| All | +276.7% | +31.9% | +244.9% | +144.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling