+2,523.1%
MULL vs SPY
+31.3%
+2,491.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +13.7% |
| 7D | +17.3% | +0.1% | +17.2% | +16.4% |
| 30D | +23.5% | +0.1% | +23.4% | +22.9% |
| 3M | -24.0% | +2.0% | -26.0% | -22.6% |
| 6M | +276.7% | +13.0% | +263.7% | +159.8% |
| YTD | +565.1% | +13.5% | +551.5% | +359.5% |
| 1Y | +2,802.6% | +20.0% | +2,782.6% | +1,626.5% |
| All | +2,523.1% | +31.3% | +2,491.8% | +1,397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling