+2,581.4%
MULL vs SPYG
+39.2%
+2,542.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +7.0% |
| 7D | +14.8% | +0.3% | +14.5% | +12.9% |
| 30D | +36.6% | -1.7% | +38.2% | +47.2% |
| 3M | -8.9% | +3.6% | -12.5% | -11.2% |
| 6M | +311.9% | +16.6% | +295.3% | +190.4% |
| YTD | +579.8% | +13.4% | +566.5% | +453.7% |
| 1Y | +2,421.5% | +19.6% | +2,402.0% | +1,748.2% |
| All | +2,581.4% | +39.2% | +2,542.2% | +1,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling