+475.1%
MULL vs SBAC
+2.4%
+472.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.8% | -19.6% | -8.6% |
| 7D | -35.9% | +5.8% | -41.7% | -32.1% |
| 30D | -47.3% | +20.8% | -68.1% | -37.0% |
| 3M | -30.6% | +4.8% | -35.3% | -26.7% |
| 6M | +13.7% | -9.1% | +22.8% | +22.3% |
| YTD | +272.1% | +3.1% | +269.0% | +322.7% |
| 1Y | +475.1% | +2.2% | +472.9% | +566.1% |
| All | +475.1% | +2.4% | +472.7% | +566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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