+1,739.5%
MULL vs SBAC
-2.5%
+1,742.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | +0.8% |
| 7D | -8.4% | -2.1% | -6.3% | -10.4% |
| 30D | +9.7% | +2.0% | +7.7% | +11.8% |
| 3M | -26.8% | -8.3% | -18.5% | -26.1% |
| 6M | +220.7% | +0.3% | +220.4% | +228.7% |
| YTD | +509.0% | -2.2% | +511.3% | +544.2% |
| 1Y | +1,739.5% | -4.6% | +1,744.1% | +2,067.3% |
| All | +1,739.5% | -2.5% | +1,742.0% | +2,067.3% |
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