+2,444.0%
MULL vs SPY
+30.6%
+2,413.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -0.3% |
| 7D | +14.0% | +0.5% | +13.4% | +10.7% |
| 30D | +24.8% | -0.9% | +25.8% | +30.7% |
| 3M | -16.1% | +3.9% | -20.0% | -23.8% |
| 6M | +330.9% | +14.5% | +316.4% | +179.2% |
| YTD | +545.0% | +12.9% | +532.1% | +358.0% |
| 1Y | +2,427.1% | +19.4% | +2,407.8% | +1,444.1% |
| All | +2,444.0% | +30.6% | +2,413.4% | +1,392.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling