+2,330.7%
MULL vs SPYG
+38.0%
+2,292.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -5.8% |
| 7D | +3.6% | -1.8% | +5.4% | +12.2% |
| 30D | +22.0% | -1.9% | +23.9% | +33.4% |
| 3M | -8.6% | +5.2% | -13.8% | -15.9% |
| 6M | +248.5% | +15.6% | +233.0% | +155.8% |
| YTD | +516.3% | +12.4% | +503.9% | +421.8% |
| 1Y | +2,036.6% | +17.5% | +2,019.2% | +1,581.2% |
| All | +2,330.7% | +38.0% | +2,292.7% | +1,306.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling