+1,739.5%
MULL vs SONY
-16.9%
+1,756.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -8.4% | -2.7% | -5.7% | -7.9% |
| 30D | +9.7% | +1.5% | +8.2% | +8.9% |
| 3M | -26.8% | +13.0% | -39.8% | -32.5% |
| 6M | +220.7% | +11.2% | +209.5% | +201.6% |
| YTD | +509.0% | -6.6% | +515.7% | +608.9% |
| 1Y | +1,739.5% | -18.1% | +1,757.6% | +2,552.9% |
| All | +1,739.5% | -16.9% | +1,756.4% | +2,552.9% |
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