+1,739.5%
MULL vs WYNN
-28.3%
+1,767.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -8.4% | -4.2% | -4.2% | -6.0% |
| 30D | +9.7% | -14.6% | +24.3% | +20.8% |
| 3M | -26.8% | -18.4% | -8.3% | -17.2% |
| 6M | +220.7% | -11.9% | +232.6% | +241.0% |
| YTD | +509.0% | -26.6% | +535.6% | +630.2% |
| 1Y | +1,739.5% | -28.5% | +1,768.0% | +2,237.0% |
| All | +1,739.5% | -28.3% | +1,767.9% | +2,237.0% |
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