-95.8%
SNDQ vs MULL
+191.4%
-287.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | +2.5% |
| 7D | -26.2% | +14.8% | -41.0% | -11.7% |
| 30D | -60.2% | +36.6% | -96.7% | -35.8% |
| 3M | -80.4% | -8.9% | -71.6% | -39.5% |
| All | -95.8% | +191.4% | -287.2% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling