+2,302.1%
MULL vs SBAC
-11.7%
+2,313.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | +0.5% |
| 7D | -8.4% | -2.1% | -6.3% | -10.1% |
| 30D | +9.7% | +2.0% | +7.7% | +11.5% |
| 3M | -26.8% | -8.3% | -18.5% | -26.6% |
| 6M | +220.7% | +0.3% | +220.4% | +232.6% |
| YTD | +509.0% | -2.2% | +511.3% | +532.7% |
| 1Y | +1,739.5% | -4.6% | +1,744.1% | +1,799.0% |
| All | +2,302.1% | -11.7% | +2,313.8% | +2,618.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling