+311.9%
MULL vs SPXS
-33.3%
+345.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +8.7% |
| 7D | +14.8% | +1.2% | +13.5% | +17.3% |
| 30D | +36.6% | +5.2% | +31.4% | +53.6% |
| 3M | -8.9% | -9.2% | +0.3% | -15.9% |
| 6M | +311.9% | -29.6% | +341.5% | +204.3% |
| All | +311.9% | -33.3% | +345.2% | +204.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling