+475.1%
MULL vs SPYG
+10.8%
+464.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.0% | -20.3% |
| 7D | -35.9% | -2.8% | -33.1% | -25.5% |
| 30D | -47.3% | -6.2% | -41.2% | -24.3% |
| 3M | -30.6% | -3.6% | -27.0% | -13.4% |
| 6M | +13.7% | +4.8% | +8.9% | +16.9% |
| YTD | +272.1% | +11.0% | +261.1% | +241.4% |
| 1Y | +475.1% | +11.2% | +463.8% | +448.3% |
| All | +475.1% | +10.8% | +464.2% | +448.3% |
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