+2,302.1%
MULL vs SPYG
+39.2%
+2,263.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -4.7% |
| 7D | -8.4% | -0.9% | -7.5% | -4.8% |
| 30D | +9.7% | -1.5% | +11.2% | +17.5% |
| 3M | -26.8% | +3.7% | -30.5% | -29.9% |
| 6M | +220.7% | +16.4% | +204.3% | +127.7% |
| YTD | +509.0% | +13.3% | +495.7% | +397.5% |
| 1Y | +1,739.5% | +17.9% | +1,721.7% | +1,317.0% |
| All | +2,302.1% | +39.2% | +2,263.0% | +1,241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling