+2,444.0%
MULL vs SPXU
-55.6%
+2,499.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -0.1% |
| 7D | +14.0% | -1.5% | +15.5% | +11.0% |
| 30D | +24.8% | +3.7% | +21.1% | +33.3% |
| 3M | -16.1% | -9.6% | -6.5% | -19.4% |
| 6M | +330.9% | -32.4% | +363.3% | +206.9% |
| YTD | +545.0% | -28.7% | +573.7% | +424.8% |
| 1Y | +2,427.1% | -38.2% | +2,465.3% | +1,776.9% |
| All | +2,444.0% | -55.6% | +2,499.6% | +2,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling