+2,802.6%
MULL vs SPYG
+22.6%
+2,780.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +12.5% |
| 7D | +17.3% | +0.4% | +16.9% | +14.7% |
| 30D | +23.5% | -0.4% | +23.9% | +26.6% |
| 3M | -24.0% | +0.5% | -24.5% | -13.7% |
| 6M | +276.7% | +17.5% | +259.3% | +137.4% |
| YTD | +565.1% | +14.3% | +550.7% | +395.8% |
| 1Y | +2,802.6% | +21.7% | +2,780.9% | +1,767.7% |
| All | +2,802.6% | +22.6% | +2,780.0% | +1,767.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling