+96.6%
MULL vs SUNB
+12.2%
+84.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.3% | -10.5% | -10.3% |
| 7D | -35.9% | -2.6% | -33.3% | -33.9% |
| 30D | -47.3% | +4.3% | -51.7% | -49.8% |
| 3M | -30.6% | +0.8% | -31.4% | -31.2% |
| 6M | +13.7% | +9.2% | +4.5% | +14.5% |
| All | +96.6% | +12.2% | +84.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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