+2,581.4%
MULL vs SPY
+30.0%
+2,551.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +7.7% |
| 7D | +14.8% | -0.4% | +15.1% | +16.3% |
| 30D | +36.6% | -1.4% | +37.9% | +45.9% |
| 3M | -8.9% | +3.7% | -12.6% | -16.6% |
| 6M | +311.9% | +13.0% | +298.9% | +182.7% |
| YTD | +579.8% | +12.4% | +567.4% | +393.2% |
| 1Y | +2,421.5% | +18.5% | +2,403.0% | +1,488.2% |
| All | +2,581.4% | +30.0% | +2,551.4% | +1,507.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling