-17.2%
SOUN vs MULL
+2,337.2%
-2,354.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -7.1% | -8.4% | +1.3% | -5.4% |
| 30D | -15.4% | +9.7% | -25.1% | -18.1% |
| 3M | -10.6% | -26.8% | +16.2% | -13.3% |
| 6M | -19.6% | +220.7% | -240.3% | -55.0% |
| YTD | -37.2% | +509.0% | -546.3% | -74.0% |
| 1Y | -57.1% | +1,739.5% | -1,796.6% | -89.8% |
| All | -17.2% | +2,337.2% | -2,354.4% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling