+2,302.1%
MULL vs SNY
-6.5%
+2,308.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -8.4% | -3.3% | -5.1% | -8.3% |
| 30D | +9.7% | -2.2% | +11.8% | +9.7% |
| 3M | -26.8% | -3.0% | -23.7% | -27.1% |
| 6M | +220.7% | +2.7% | +218.0% | +203.4% |
| YTD | +509.0% | -6.8% | +515.9% | +512.5% |
| 1Y | +1,739.5% | -5.3% | +1,744.8% | +1,744.5% |
| All | +2,302.1% | -6.5% | +2,308.7% | +2,319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling