-13.1%
SOUN vs MULL
+2,481.0%
-2,494.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.9% |
| 7D | -4.1% | +14.0% | -18.1% | -7.0% |
| 30D | -18.1% | +24.8% | -42.9% | -22.9% |
| 3M | -12.3% | -16.1% | +3.8% | -17.9% |
| 6M | -18.6% | +330.9% | -349.5% | -58.4% |
| YTD | -34.1% | +545.0% | -579.1% | -73.0% |
| 1Y | -57.0% | +2,427.1% | -2,484.2% | -91.1% |
| All | -13.1% | +2,481.0% | -2,494.1% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling