+2,802.6%
MULL vs SBAC
-3.2%
+2,805.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.1% | +12.9% | +10.9% |
| 7D | +17.3% | -0.8% | +18.1% | +16.7% |
| 30D | +23.5% | +6.9% | +16.6% | +31.0% |
| 3M | -24.0% | -8.2% | -15.8% | -21.8% |
| 6M | +276.7% | -1.6% | +278.4% | +289.9% |
| YTD | +565.1% | -0.1% | +565.2% | +623.9% |
| 1Y | +2,802.6% | -0.5% | +2,803.0% | +3,262.2% |
| All | +2,802.6% | -3.2% | +2,805.8% | +3,262.2% |
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