+2,581.4%
MULL vs VSXY
+113.3%
+2,468.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +7.2% |
| 7D | +14.8% | -10.7% | +25.5% | +20.6% |
| 30D | +36.6% | -24.3% | +60.8% | +54.8% |
| 3M | -8.9% | +1.0% | -9.9% | -12.5% |
| 6M | +311.9% | +57.4% | +254.6% | +180.8% |
| YTD | +579.8% | +39.8% | +540.1% | +382.6% |
| 1Y | +2,421.5% | +196.5% | +2,225.1% | +931.5% |
| All | +2,581.4% | +113.3% | +2,468.1% | +1,019.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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