+26.0%
SPOT vs MULL
+2,481.0%
-2,455.0%
-46.8%
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% | -2.5% |
| 7D | -2.9% | +14.0% | -16.8% | -3.2% |
| 30D | +8.3% | +24.8% | -16.5% | +7.4% |
| 3M | +5.1% | -16.1% | +21.2% | +3.6% |
| 6M | -6.5% | +330.9% | -337.4% | -19.6% |
| YTD | -9.0% | +545.0% | -554.0% | -25.9% |
| 1Y | -26.4% | +2,427.1% | -2,453.5% | -50.2% |
| All | +26.0% | +2,481.0% | -2,455.0% | -24.9% |
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