+475.1%
MULL vs SONY
-6.4%
+481.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.2% | -16.0% | -13.3% |
| 7D | -35.9% | +2.9% | -38.8% | -35.4% |
| 30D | -47.3% | +10.2% | -57.6% | -46.7% |
| 3M | -30.6% | +16.1% | -46.7% | -30.4% |
| 6M | +13.7% | +32.1% | -18.4% | +2.9% |
| YTD | +272.1% | +1.4% | +270.7% | +352.7% |
| 1Y | +475.1% | -7.0% | +482.1% | +695.1% |
| All | +475.1% | -6.4% | +481.5% | +695.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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