-91.0%
SNDQ vs MULL
+59.5%
-150.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -13.8% | +29.0% | +0.6% |
| 7D | +66.1% | -35.9% | +102.1% | +12.2% |
| 30D | +122.5% | -47.3% | +169.9% | +35.4% |
| 3M | +11.6% | -30.6% | +42.1% | +14.7% |
| 6M | -82.2% | +13.7% | -95.9% | +6.0% |
| All | -91.0% | +59.5% | -150.5% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling