+2,523.1%
MULL vs SAN
+222.9%
+2,300.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.6% | +13.0% |
| 7D | +17.3% | +1.8% | +15.5% | +14.0% |
| 30D | +23.5% | +2.0% | +21.5% | +19.6% |
| 3M | -24.0% | +19.7% | -43.7% | -39.7% |
| 6M | +276.7% | +30.6% | +246.1% | +167.9% |
| YTD | +565.1% | +28.8% | +536.2% | +370.9% |
| 1Y | +2,802.6% | +57.8% | +2,744.8% | +1,450.3% |
| All | +2,523.1% | +222.9% | +2,300.2% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling