+2,330.7%
MULL vs SONY
+24.1%
+2,306.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.6% |
| 7D | +3.6% | -5.8% | +9.4% | +8.3% |
| 30D | +22.0% | -0.4% | +22.4% | +21.4% |
| 3M | -8.6% | +13.3% | -21.9% | -24.8% |
| 6M | +248.5% | +8.5% | +240.0% | +205.2% |
| YTD | +516.3% | -8.1% | +524.4% | +567.6% |
| 1Y | +2,036.6% | -17.9% | +2,054.5% | +2,631.7% |
| All | +2,330.7% | +24.1% | +2,306.6% | +1,735.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling