+2,302.1%
MULL vs WYNN
+4.2%
+2,297.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | -8.4% | -4.2% | -4.2% | -4.4% |
| 30D | +9.7% | -14.6% | +24.3% | +28.5% |
| 3M | -26.8% | -18.4% | -8.3% | -11.4% |
| 6M | +220.7% | -11.9% | +232.6% | +256.7% |
| YTD | +509.0% | -26.6% | +535.6% | +707.6% |
| 1Y | +1,739.5% | -28.5% | +1,768.0% | +2,389.4% |
| All | +2,302.1% | +4.2% | +2,297.9% | +1,635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling