+2,330.7%
MULL vs SPY
+29.2%
+2,301.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -6.4% |
| 7D | +3.6% | -2.0% | +5.6% | +14.2% |
| 30D | +22.0% | -1.7% | +23.7% | +32.5% |
| 3M | -8.6% | +4.7% | -13.4% | -20.2% |
| 6M | +248.5% | +12.5% | +236.0% | +145.3% |
| YTD | +516.3% | +11.7% | +504.6% | +361.7% |
| 1Y | +2,036.6% | +17.5% | +2,019.2% | +1,305.0% |
| All | +2,330.7% | +29.2% | +2,301.5% | +1,404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling