+2,330.7%
MULL vs SPXU
-54.1%
+2,384.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.8% | -11.2% | -6.2% |
| 7D | +3.6% | +6.4% | -2.7% | +15.1% |
| 30D | +22.0% | +5.9% | +16.1% | +35.4% |
| 3M | -8.6% | -11.7% | +3.0% | -15.8% |
| 6M | +248.5% | -28.7% | +277.2% | +170.4% |
| YTD | +516.3% | -26.4% | +542.6% | +430.6% |
| 1Y | +2,036.6% | -35.2% | +2,071.9% | +1,613.3% |
| All | +2,330.7% | -54.1% | +2,384.9% | +2,035.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling