+2,444.0%
MULL vs SPXS
-55.4%
+2,499.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -0.2% |
| 7D | +14.0% | -1.5% | +15.5% | +10.9% |
| 30D | +24.8% | +3.7% | +21.1% | +33.2% |
| 3M | -16.1% | -9.6% | -6.5% | -19.3% |
| 6M | +330.9% | -32.4% | +363.3% | +207.6% |
| YTD | +545.0% | -28.7% | +573.7% | +426.1% |
| 1Y | +2,427.1% | -38.1% | +2,465.2% | +1,789.6% |
| All | +2,444.0% | -55.4% | +2,499.4% | +2,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling