+4,437.1%
SNDK vs MULL
+3,477.0%
+960.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | -6.1% | -8.4% | +2.3% | -1.9% |
| 30D | +21.5% | +9.7% | +11.8% | +15.4% |
| 3M | -13.2% | -26.8% | +13.6% | -4.0% |
| 6M | +149.2% | +220.7% | -71.5% | +8.2% |
| YTD | +588.1% | +509.0% | +79.0% | +106.1% |
| 1Y | +1,837.5% | +1,739.5% | +98.0% | +224.6% |
| All | +4,437.1% | +3,477.0% | +960.0% | +422.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling