+475.1%
MULL vs SPXS
-30.2%
+505.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.9% | -8.9% | -24.4% |
| 7D | -35.9% | +2.2% | -38.1% | -32.9% |
| 30D | -47.3% | +3.8% | -51.1% | -41.3% |
| 3M | -30.6% | +3.3% | -33.9% | -22.2% |
| 6M | +13.7% | -16.7% | +30.4% | +2.3% |
| YTD | +272.1% | -28.5% | +300.7% | +198.0% |
| 1Y | +475.1% | -30.4% | +505.5% | +369.8% |
| All | +475.1% | -30.2% | +505.2% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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