+2,802.6%
MULL vs WYNN
-26.4%
+2,829.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +17.3% | -3.9% | +21.2% | +19.9% |
| 30D | +23.5% | -9.3% | +32.8% | +30.8% |
| 3M | -24.0% | -11.4% | -12.6% | -18.6% |
| 6M | +276.7% | -11.0% | +287.7% | +299.0% |
| YTD | +565.1% | -23.4% | +588.4% | +675.7% |
| 1Y | +2,802.6% | -24.8% | +2,827.4% | +3,388.4% |
| All | +2,802.6% | -26.4% | +2,829.0% | +3,388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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