+475.1%
MULL vs SNY
+2.7%
+472.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.7% | -18.5% | -7.2% |
| 7D | -35.9% | +12.4% | -48.3% | -23.7% |
| 30D | -47.3% | +20.1% | -67.5% | -31.9% |
| 3M | -30.6% | +11.2% | -41.8% | -18.0% |
| 6M | +13.7% | +9.5% | +4.2% | +36.9% |
| YTD | +272.1% | +3.4% | +268.7% | +367.8% |
| 1Y | +475.1% | +2.0% | +473.0% | +639.3% |
| All | +475.1% | +2.7% | +472.3% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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