-15.6%
SPCX vs MULL
-52.8%
+37.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.8% | +9.9% | -2.6% |
| 7D | -6.4% | -35.9% | +29.5% | -2.9% |
| 30D | -20.6% | -47.3% | +26.8% | -16.8% |
| 3M | +8.4% | -30.6% | +39.0% | +10.6% |
| All | -15.6% | -52.8% | +37.3% | -13.6% |
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 · Available span rolling