+343.3%
MULL vs SBAC
-2.9%
+346.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -3.8% |
| 7D | +24.5% | +0.6% | +23.9% | +25.4% |
| 30D | -35.5% | +5.5% | -41.0% | -31.5% |
| 3M | -44.8% | +3.1% | -47.9% | -42.5% |
| 6M | -45.5% | -7.0% | -38.4% | -42.4% |
| YTD | +232.5% | +0.5% | +232.0% | +267.0% |
| 1Y | +343.3% | +0.2% | +343.0% | +391.1% |
| All | +343.3% | -2.9% | +346.2% | +391.1% |
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