+2,581.4%
MULL vs SBAC
-11.1%
+2,592.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +4.6% |
| 7D | +14.8% | +0.2% | +14.6% | +15.1% |
| 30D | +36.6% | +3.9% | +32.7% | +40.9% |
| 3M | -8.9% | -8.2% | -0.7% | -8.1% |
| 6M | +311.9% | -2.8% | +314.7% | +321.7% |
| YTD | +579.8% | -1.5% | +581.4% | +611.3% |
| 1Y | +2,421.5% | 0.0% | +2,421.5% | +2,573.6% |
| All | +2,581.4% | -11.1% | +2,592.5% | +2,956.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling