+2,523.1%
MULL vs SBAC
-9.8%
+2,532.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.1% | +12.9% | +11.0% |
| 7D | +17.3% | -0.8% | +18.1% | +16.7% |
| 30D | +23.5% | +6.9% | +16.6% | +30.4% |
| 3M | -24.0% | -8.2% | -15.8% | -22.7% |
| 6M | +276.7% | -1.6% | +278.4% | +289.5% |
| YTD | +565.1% | -0.1% | +565.2% | +603.5% |
| 1Y | +2,802.6% | -0.5% | +2,803.0% | +2,973.6% |
| All | +2,523.1% | -9.8% | +2,532.9% | +2,922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling