+2,802.6%
MULL vs SPXS
-40.2%
+2,842.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.5% | +14.7% |
| 7D | +17.3% | -0.1% | +17.4% | +16.8% |
| 30D | +23.5% | +0.8% | +22.7% | +25.9% |
| 3M | -24.0% | -4.7% | -19.3% | -18.1% |
| 6M | +276.7% | -29.6% | +306.4% | +166.4% |
| YTD | +565.1% | -29.8% | +594.9% | +389.6% |
| 1Y | +2,802.6% | -38.9% | +2,841.5% | +1,784.1% |
| All | +2,802.6% | -40.2% | +2,842.8% | +1,784.1% |
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