+2,444.0%
MULL vs SONY
+24.2%
+2,419.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | +0.2% |
| 7D | +14.0% | -5.2% | +19.1% | +18.5% |
| 30D | +24.8% | +0.3% | +24.5% | +23.4% |
| 3M | -16.1% | +6.2% | -22.3% | -24.8% |
| 6M | +330.9% | +9.5% | +321.4% | +273.3% |
| YTD | +545.0% | -8.1% | +553.1% | +598.8% |
| 1Y | +2,427.1% | -17.9% | +2,445.1% | +3,134.2% |
| All | +2,444.0% | +24.2% | +2,419.8% | +1,820.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling